+237.4%
MP vs ALM
+796.8%
-559.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -9.6% | +3.5% | -4.7% |
| 7D | -19.0% | -14.5% | -4.5% | -17.1% |
| 30D | -30.5% | -39.0% | +8.6% | -25.5% |
| 3M | -29.6% | -40.3% | +10.7% | -24.6% |
| 6M | -50.4% | -60.3% | +9.9% | -44.4% |
| YTD | -33.2% | -9.8% | -23.5% | -30.6% |
| 1Y | -38.6% | +30.8% | -69.3% | -38.1% |
| 3Y | +105.5% | +772.4% | -666.9% | +83.7% |
| 5Y | -7.8% | +390.7% | -398.6% | -16.6% |
| All | +237.4% | +796.8% | -559.4% | +216.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ALM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling