+42.6%
MP vs AUR
-53.5%
+96.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +5.4% | +1.2% | +5.3% |
| 7D | -1.6% | +9.9% | -11.5% | -3.7% |
| 30D | -18.2% | -20.2% | +2.1% | -14.0% |
| 3M | -26.1% | -34.1% | +8.0% | -19.1% |
| 6M | -44.0% | -34.3% | -9.7% | -39.0% |
| YTD | -25.3% | +21.1% | -46.4% | -29.0% |
| 1Y | -35.6% | +7.6% | -43.2% | -37.4% |
| 3Y | +147.1% | +159.8% | -12.7% | +69.5% |
| 5Y | -11.3% | -53.9% | +42.6% | -31.9% |
| All | +42.6% | -53.5% | +96.1% | +11.5% |
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 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