+337.4%
AGI vs MKC
+29.9%
+307.5%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | -2.7% | -1.5% | -1.3% | -2.5% |
| 30D | +7.2% | -3.1% | +10.4% | +7.8% |
| 3M | +4.3% | +5.2% | -0.9% | +2.9% |
| 6M | -27.1% | -12.8% | -14.3% | -25.3% |
| YTD | -6.6% | -23.3% | +16.7% | -1.8% |
| 1Y | +9.5% | -24.1% | +33.6% | +15.2% |
| 3Y | +208.4% | -32.1% | +240.5% | +229.1% |
| 5Y | +401.6% | -32.8% | +434.4% | +430.8% |
| All | +337.4% | +29.9% | +307.5% | +297.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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