+154.3%
MP vs AON
-0.5%
+154.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.3% |
| 7D | -2.9% | -9.1% | +6.2% | -3.8% |
| 30D | +13.8% | -10.2% | +24.1% | +12.5% |
| 3M | -16.7% | +0.5% | -17.2% | -17.0% |
| 6M | -11.5% | -4.8% | -6.7% | -11.4% |
| YTD | +7.9% | -8.0% | +15.9% | +8.4% |
| 1Y | -15.0% | -13.1% | -2.0% | -13.9% |
| All | +154.3% | -0.5% | +154.9% | +151.5% |
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