+443.0%
MP vs AU
+380.6%
+62.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.6% | -2.1% |
| 7D | -0.7% | +0.6% | -1.4% | -0.9% |
| 30D | -0.7% | +12.3% | -13.0% | -3.6% |
| 3M | 0.0% | +29.4% | -29.4% | -6.5% |
| 6M | -10.0% | +3.2% | -13.2% | -12.0% |
| YTD | +7.5% | +31.8% | -24.3% | -0.2% |
| 1Y | -14.0% | +83.4% | -97.4% | -25.3% |
| 3Y | +153.5% | +623.1% | -469.6% | +65.2% |
| 5Y | +62.7% | +700.5% | -637.8% | +2.5% |
| All | +443.0% | +380.6% | +62.4% | +276.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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