+287.6%
MP vs ALNY
+10.1%
+277.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.4% | -1.9% | +2.6% |
| 7D | +9.5% | +5.8% | +3.6% | +8.4% |
| 30D | -3.0% | -26.5% | +23.5% | +1.4% |
| 3M | -30.4% | -27.3% | -3.0% | -27.1% |
| 6M | -39.2% | -43.4% | +4.2% | -34.7% |
| YTD | -23.3% | -58.5% | +35.2% | -12.5% |
| 1Y | -32.6% | -63.6% | +31.0% | -21.1% |
| 3Y | +159.3% | 0.0% | +159.2% | +140.1% |
| 5Y | -16.4% | -3.4% | -13.0% | -24.6% |
| All | +287.6% | +10.1% | +277.5% | +224.0% |
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