-32.6%
MP vs ALNY
-63.4%
+30.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.4% | -1.9% | +3.1% |
| 7D | +9.5% | +5.8% | +3.6% | +8.9% |
| 30D | -3.0% | -26.5% | +23.5% | -1.6% |
| 3M | -30.4% | -27.3% | -3.0% | -29.0% |
| 6M | -39.2% | -43.4% | +4.2% | -38.4% |
| YTD | -23.3% | -58.5% | +35.2% | -11.0% |
| 1Y | -32.6% | -63.6% | +31.0% | -14.1% |
| All | -32.6% | -63.4% | +30.7% | -14.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling