-14.0%
MP vs AUR
+13.8%
-27.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.8% | -1.9% |
| 7D | -0.7% | +11.1% | -11.8% | -5.9% |
| 30D | -0.7% | -6.9% | +6.2% | +2.2% |
| 3M | 0.0% | +5.5% | -5.5% | -4.3% |
| 6M | -10.0% | +41.0% | -50.9% | -29.0% |
| YTD | +7.5% | +69.3% | -61.8% | -23.9% |
| 1Y | -14.0% | +14.0% | -28.0% | -25.7% |
| All | -14.0% | +13.8% | -27.8% | -25.7% |
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