-20.8%
MP vs AZO
+70.7%
-91.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.6% |
| 7D | +2.3% | -2.6% | +4.9% | +3.0% |
| 30D | -15.3% | +11.7% | -27.0% | -18.0% |
| 3M | -33.5% | +6.4% | -39.9% | -34.9% |
| 6M | -45.5% | -5.5% | -40.0% | -45.1% |
| YTD | -27.3% | -4.5% | -22.8% | -27.2% |
| 1Y | -40.7% | -13.8% | -26.9% | -38.7% |
| 3Y | +145.9% | +19.8% | +126.0% | +114.1% |
| All | -20.8% | +70.7% | -91.5% | -44.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling