+405.1%
MP vs ALNY
+65.8%
+339.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.7% |
| 7D | -7.4% | -6.5% | -0.8% | -6.2% |
| 30D | -6.7% | +11.0% | -17.7% | -8.4% |
| 3M | -11.7% | -14.1% | +2.4% | -10.9% |
| 6M | -18.9% | -22.4% | +3.5% | -16.6% |
| YTD | 0.0% | -37.5% | +37.4% | +7.1% |
| 1Y | -19.9% | -46.9% | +27.1% | -11.3% |
| 3Y | +133.4% | +22.1% | +111.3% | +112.1% |
| 5Y | +48.1% | +31.2% | +16.9% | +28.0% |
| All | +405.1% | +65.8% | +339.3% | +296.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 10y: compounded portfolio wealth divided by compounded ALNY 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…
10y analysis · Full analysis span regression · 6 months rolling