-43.2%
MP vs AU
+34.7%
-77.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -5.6% | +2.1% | -1.0% |
| 7D | -3.6% | +15.3% | -18.9% | -9.5% |
| 30D | -21.0% | -0.3% | -20.7% | -21.0% |
| 3M | -33.3% | -2.9% | -30.4% | -32.9% |
| 6M | -45.9% | -10.7% | -35.2% | -44.4% |
| YTD | -27.8% | +14.0% | -41.8% | -34.9% |
| 1Y | -43.2% | +32.5% | -75.7% | -51.5% |
| All | -43.2% | +34.7% | -77.9% | -51.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling