-34.6%
MP vs AON
+2.1%
-36.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +4.4% | -9.5% | -3.4% |
| 7D | -12.5% | +9.4% | -22.0% | -9.5% |
| 30D | -23.3% | +27.0% | -50.4% | -16.1% |
| 3M | -24.4% | -3.1% | -21.2% | -26.4% |
| 6M | -45.8% | +10.0% | -55.7% | -43.6% |
| YTD | -28.9% | -1.6% | -27.3% | -27.7% |
| 1Y | -34.6% | +0.9% | -35.5% | -33.6% |
| All | -34.6% | +2.1% | -36.7% | -33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON 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 AON 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