-11.7%
MP vs AU
+83.9%
-95.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.7% | +2.0% |
| 7D | +3.0% | -0.3% | +3.3% | +3.0% |
| 30D | +8.3% | +12.8% | -4.4% | +2.4% |
| 3M | -3.8% | +28.5% | -32.3% | -15.1% |
| 6M | -4.9% | +4.8% | -9.7% | -10.1% |
| YTD | +9.6% | +31.0% | -21.4% | -7.8% |
| 1Y | -11.7% | +81.4% | -93.1% | -26.6% |
| All | -11.7% | +83.9% | -95.6% | -26.6% |
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