+38.7%
MP vs AUR
-54.0%
+92.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.5% |
| 7D | +2.3% | +12.7% | -10.5% | -0.5% |
| 30D | -15.3% | -18.7% | +3.4% | -11.3% |
| 3M | -33.5% | -33.8% | +0.3% | -27.2% |
| 6M | -45.5% | -36.6% | -8.9% | -40.1% |
| YTD | -27.3% | +19.8% | -47.1% | -30.8% |
| 1Y | -40.7% | +8.0% | -48.7% | -42.4% |
| 3Y | +145.9% | +153.4% | -7.6% | +69.7% |
| 5Y | -13.9% | -54.0% | +40.1% | -33.7% |
| All | +38.7% | -54.0% | +92.7% | +8.8% |
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