+274.5%
MP vs AON
+88.5%
+186.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.9% | +2.9% | +2.2% |
| 7D | +11.0% | -3.2% | +14.2% | +11.7% |
| 30D | -11.7% | +21.7% | -33.4% | -15.9% |
| 3M | -30.8% | -5.1% | -25.7% | -30.2% |
| 6M | -42.9% | +5.9% | -48.8% | -44.8% |
| YTD | -25.9% | -4.8% | -21.1% | -26.3% |
| 1Y | -37.3% | -4.1% | -33.2% | -37.9% |
| 3Y | +150.7% | +2.0% | +148.7% | +137.3% |
| 5Y | -19.3% | +15.2% | -34.5% | -30.0% |
| All | +274.5% | +88.5% | +186.0% | +179.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling