+58.1%
MP vs AU
+668.7%
-610.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.3% | +3.7% | +2.1% |
| 7D | -2.9% | -3.6% | +0.8% | -1.8% |
| 30D | +13.8% | +23.9% | -10.1% | +6.5% |
| 3M | -16.7% | +19.1% | -35.8% | -21.4% |
| 6M | -11.5% | -0.2% | -11.3% | -13.1% |
| YTD | +7.9% | +32.5% | -24.5% | -2.1% |
| 1Y | -15.0% | +96.9% | -112.0% | -30.6% |
| 3Y | +153.5% | +614.7% | -461.2% | +39.5% |
| All | +58.1% | +668.7% | -610.5% | -21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling