-31.8%
MP vs ACGL
+22.6%
-54.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.0% | +7.9% | +2.3% |
| 7D | -10.5% | +0.9% | -11.4% | -9.6% |
| 30D | -23.5% | +13.7% | -37.3% | -14.2% |
| 3M | -25.4% | +8.0% | -33.5% | -19.4% |
| 6M | -51.3% | +13.3% | -64.5% | -44.2% |
| YTD | -29.9% | +11.8% | -41.8% | -19.7% |
| 1Y | -31.8% | +22.2% | -54.1% | -19.3% |
| All | -31.8% | +22.6% | -54.4% | -19.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling