+208.4%
AGI vs MKC
-31.4%
+239.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.7% |
| 7D | -2.7% | -1.5% | -1.3% | -2.6% |
| 30D | +7.2% | -3.1% | +10.4% | +7.5% |
| 3M | +4.3% | +5.2% | -0.9% | +3.3% |
| 6M | -27.1% | -12.8% | -14.3% | -25.4% |
| YTD | -6.6% | -23.3% | +16.7% | -2.8% |
| 1Y | +9.5% | -24.1% | +33.6% | +14.2% |
| 3Y | +208.4% | -32.1% | +240.5% | +188.9% |
| All | +208.4% | -31.4% | +239.8% | +188.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling