+158.5%
MP vs ALNY
+29.2%
+129.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.3% | +3.8% | +1.8% |
| 7D | +3.0% | +5.7% | -2.7% | +2.4% |
| 30D | +8.3% | +18.7% | -10.3% | +6.3% |
| 3M | -3.8% | -11.0% | +7.1% | -3.8% |
| 6M | -4.9% | -18.9% | +14.0% | -3.5% |
| YTD | +9.6% | -34.6% | +44.2% | +14.8% |
| 1Y | -11.7% | -42.8% | +31.1% | -5.8% |
| 3Y | +158.5% | +29.1% | +129.4% | +138.2% |
| All | +158.5% | +29.2% | +129.3% | +138.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling