-10.9%
MP vs AON
+17.1%
-27.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.5% | +2.0% | +3.2% |
| 7D | +9.5% | +1.0% | +8.4% | +9.2% |
| 30D | -3.0% | +23.2% | -26.2% | -7.6% |
| 3M | -30.4% | -5.0% | -25.3% | -29.8% |
| 6M | -39.2% | +9.3% | -48.5% | -41.7% |
| YTD | -23.3% | -3.4% | -19.9% | -23.8% |
| 1Y | -32.6% | -2.9% | -29.8% | -33.4% |
| 3Y | +159.3% | +3.6% | +155.6% | +143.2% |
| All | -10.9% | +17.1% | -27.9% | -26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling