+159.3%
MP vs AON
+3.5%
+155.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.5% | +2.0% | +3.7% |
| 7D | +9.5% | +1.0% | +8.4% | +9.6% |
| 30D | -3.0% | +23.2% | -26.2% | -0.4% |
| 3M | -30.4% | -5.0% | -25.3% | -30.9% |
| 6M | -39.2% | +9.3% | -48.5% | -38.9% |
| YTD | -23.3% | -3.4% | -19.9% | -22.6% |
| 1Y | -32.6% | -2.9% | -29.8% | -32.1% |
| 3Y | +159.3% | +3.6% | +155.6% | +156.5% |
| All | +159.3% | +3.5% | +155.7% | +156.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling