+445.3%
MP vs ALM
+1,882.0%
-1,436.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.9% | +1.6% |
| 7D | -2.9% | -2.6% | -0.2% | -2.5% |
| 30D | +13.8% | +32.0% | -18.2% | +9.4% |
| 3M | -16.7% | -15.0% | -1.7% | -15.7% |
| 6M | -11.5% | -10.1% | -1.4% | -11.4% |
| YTD | +7.9% | +99.4% | -91.5% | +0.7% |
| 1Y | -15.0% | +316.4% | -331.4% | -24.3% |
| 3Y | +153.5% | +2,022.0% | -1,868.5% | +102.6% |
| 5Y | +58.7% | +941.2% | -882.5% | +28.9% |
| All | +445.3% | +1,882.0% | -1,436.7% | +359.4% |
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