+105.9%
MP vs AUR
-36.6%
+142.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.3% |
| 7D | -2.9% | +8.7% | -11.6% | -4.9% |
| 30D | +13.8% | -5.2% | +19.0% | +14.9% |
| 3M | -16.7% | -7.3% | -9.4% | -15.6% |
| 6M | -11.5% | +41.2% | -52.7% | -18.8% |
| YTD | +7.9% | +65.1% | -57.2% | -4.3% |
| 1Y | -15.0% | +13.4% | -28.5% | -18.7% |
| 3Y | +153.5% | +98.1% | +55.4% | +81.8% |
| 5Y | +58.7% | -36.0% | +94.7% | +13.7% |
| All | +105.9% | -36.6% | +142.5% | +50.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling