+62.7%
MP vs ALNY
+38.0%
+24.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.8% |
| 7D | -0.7% | -3.5% | +2.8% | -0.2% |
| 30D | -0.7% | +18.9% | -19.6% | -3.3% |
| 3M | 0.0% | -13.3% | +13.3% | +0.7% |
| 6M | -10.0% | -20.3% | +10.3% | -8.1% |
| YTD | +7.5% | -35.1% | +42.6% | +13.7% |
| 1Y | -14.0% | -46.5% | +32.5% | -6.0% |
| 3Y | +153.5% | +28.1% | +125.4% | +132.1% |
| 5Y | +62.7% | +36.1% | +26.6% | +37.8% |
| All | +62.7% | +38.0% | +24.8% | +37.8% |
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