+159.3%
MP vs AU
+507.6%
-348.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.5% | +5.0% | +4.0% |
| 7D | +9.5% | -7.2% | +16.7% | +12.2% |
| 30D | -3.0% | -2.9% | -0.1% | -2.4% |
| 3M | -30.4% | -8.7% | -21.7% | -28.6% |
| 6M | -39.2% | -14.1% | -25.0% | -37.1% |
| YTD | -23.3% | +4.8% | -28.1% | -25.7% |
| 1Y | -32.6% | +11.9% | -44.5% | -35.9% |
| 3Y | +159.3% | +513.8% | -354.5% | +35.6% |
| All | +159.3% | +507.6% | -348.3% | +35.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling