+413.2%
MP vs AZO
+155.0%
+258.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.0% | -4.5% | -5.2% |
| 7D | -4.6% | -2.9% | -1.7% | -3.8% |
| 30D | -7.1% | -5.3% | -1.8% | -5.7% |
| 3M | -4.0% | -7.3% | +3.4% | -2.5% |
| 6M | -16.7% | -22.7% | +6.0% | -10.5% |
| YTD | +1.6% | -15.0% | +16.6% | +5.4% |
| 1Y | -17.8% | -32.2% | +14.4% | -8.2% |
| 3Y | +139.6% | +10.0% | +129.6% | +115.7% |
| 5Y | +50.5% | +85.8% | -35.4% | +7.6% |
| All | +413.2% | +155.0% | +258.2% | +187.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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