+254.1%
MP vs ACGL
+287.2%
-33.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.0% | +7.9% | +5.4% |
| 7D | -10.5% | +0.9% | -11.4% | -10.7% |
| 30D | -23.5% | +13.7% | -37.3% | -25.2% |
| 3M | -25.4% | +8.0% | -33.5% | -26.5% |
| 6M | -51.3% | +13.3% | -64.5% | -52.6% |
| YTD | -29.9% | +11.8% | -41.8% | -32.0% |
| 1Y | -31.8% | +22.2% | -54.1% | -35.5% |
| 3Y | +127.0% | +32.5% | +94.5% | +106.0% |
| 5Y | -3.3% | +160.2% | -163.5% | -34.2% |
| All | +254.1% | +287.2% | -33.1% | +114.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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