+453.7%
MP vs AON
+78.1%
+375.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.3% | +3.8% | +2.1% |
| 7D | +3.0% | -3.2% | +6.3% | +3.8% |
| 30D | +8.3% | -11.9% | +20.2% | +11.4% |
| 3M | -3.8% | -2.9% | -1.0% | -4.4% |
| 6M | -4.9% | -6.8% | +1.9% | -4.7% |
| YTD | +9.6% | -10.1% | +19.7% | +10.7% |
| 1Y | -11.7% | -14.2% | +2.5% | -9.4% |
| 3Y | +158.5% | -3.3% | +161.8% | +148.0% |
| 5Y | +68.9% | +13.6% | +55.3% | +47.2% |
| All | +453.7% | +78.1% | +375.6% | +319.9% |
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