+93.8%
MP vs AUR
-36.7%
+130.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.6% | -2.9% | -4.9% |
| 7D | -4.6% | +0.2% | -4.7% | -4.6% |
| 30D | -7.1% | -8.9% | +1.8% | -5.3% |
| 3M | -4.0% | +4.6% | -8.6% | -5.4% |
| 6M | -16.7% | +44.9% | -61.5% | -23.9% |
| YTD | +1.6% | +64.8% | -63.3% | -9.9% |
| 1Y | -17.8% | +16.4% | -34.2% | -21.8% |
| 3Y | +139.6% | +85.1% | +54.5% | +74.8% |
| 5Y | +50.5% | -36.1% | +86.6% | +7.9% |
| All | +93.8% | -36.7% | +130.5% | +41.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling