+445.3%
MP vs ALNY
+77.5%
+367.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.3% |
| 7D | -2.9% | +12.2% | -15.1% | -4.9% |
| 30D | +13.8% | +16.3% | -2.5% | +10.7% |
| 3M | -16.7% | -12.4% | -4.3% | -16.1% |
| 6M | -11.5% | -18.7% | +7.2% | -9.7% |
| YTD | +7.9% | -33.1% | +41.0% | +14.3% |
| 1Y | -15.0% | -41.3% | +26.3% | -7.7% |
| 3Y | +153.5% | +32.3% | +121.2% | +127.0% |
| 5Y | +58.7% | +34.8% | +23.9% | +37.2% |
| All | +445.3% | +77.5% | +367.8% | +323.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling