+287.6%
MP vs AU
+282.1%
+5.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.5% | +5.0% | +3.9% |
| 7D | +9.5% | -7.2% | +16.7% | +11.5% |
| 30D | -3.0% | -2.9% | -0.1% | -2.5% |
| 3M | -30.4% | -8.7% | -21.7% | -29.0% |
| 6M | -39.2% | -14.1% | -25.0% | -37.6% |
| YTD | -23.3% | +4.8% | -28.1% | -24.8% |
| 1Y | -32.6% | +11.9% | -44.5% | -34.8% |
| 3Y | +159.3% | +513.8% | -354.5% | +77.4% |
| 5Y | -16.4% | +379.3% | -395.7% | -44.3% |
| All | +287.6% | +282.1% | +5.5% | +184.1% |
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