-6.1%
MP vs ALNY
-17.2%
+11.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.2% | -0.2% | -2.9% |
| 7D | -3.6% | -5.2% | +1.5% | -2.8% |
| 30D | -21.0% | -34.8% | +13.8% | -16.2% |
| 3M | -33.3% | -30.1% | -3.2% | -30.1% |
| 6M | -45.9% | -48.6% | +2.7% | -41.6% |
| YTD | -27.8% | -61.9% | +34.0% | -17.7% |
| 1Y | -43.2% | -65.7% | +22.5% | -34.0% |
| 3Y | +144.0% | -6.3% | +150.4% | +131.0% |
| 5Y | -6.1% | -14.0% | +7.9% | -13.1% |
| All | -6.1% | -17.2% | +11.1% | -13.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling