+68.9%
MP vs AUR
-34.2%
+103.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.7% | -1.1% | +0.9% |
| 7D | +3.0% | +19.2% | -16.2% | -1.2% |
| 30D | +8.3% | -7.8% | +16.1% | +10.1% |
| 3M | -3.8% | +4.0% | -7.8% | -5.1% |
| 6M | -4.9% | +45.0% | -49.9% | -13.3% |
| YTD | +9.6% | +69.5% | -59.9% | -3.5% |
| 1Y | -11.7% | +13.0% | -24.7% | -15.6% |
| 3Y | +158.5% | +90.4% | +68.1% | +87.3% |
| 5Y | +68.9% | -34.2% | +103.1% | +11.7% |
| All | +68.9% | -34.2% | +103.2% | +11.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling