-34.6%
MP vs AUR
-17.4%
-17.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -4.4% | -0.6% | -3.0% |
| 7D | -12.5% | -19.8% | +7.3% | -3.7% |
| 30D | -23.3% | -29.0% | +5.7% | -10.6% |
| 3M | -24.4% | -43.6% | +19.2% | -2.5% |
| 6M | -45.8% | -36.6% | -9.1% | -35.6% |
| YTD | -28.9% | +6.3% | -35.2% | -38.2% |
| 1Y | -34.6% | -9.0% | -25.6% | -38.3% |
| All | -34.6% | -17.4% | -17.2% | -38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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