+445.3%
MP vs AON
+82.2%
+363.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.7% |
| 7D | -2.9% | -9.1% | +6.2% | -0.7% |
| 30D | +13.8% | -10.2% | +24.1% | +16.6% |
| 3M | -16.7% | +0.5% | -17.2% | -18.0% |
| 6M | -11.5% | -4.8% | -6.7% | -11.7% |
| YTD | +7.9% | -8.0% | +15.9% | +8.5% |
| 1Y | -15.0% | -13.1% | -2.0% | -12.9% |
| 3Y | +153.5% | -1.3% | +154.8% | +142.3% |
| 5Y | +58.7% | +14.9% | +43.7% | +37.9% |
| All | +445.3% | +82.2% | +363.1% | +311.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling