+153.3%
MP vs ACGL
+34.2%
+119.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.1% | +1.1% |
| 7D | -2.9% | -0.7% | -2.1% | -2.9% |
| 30D | +13.8% | -1.0% | +14.8% | +13.7% |
| 3M | -16.7% | +11.0% | -27.7% | -16.1% |
| 6M | -11.5% | -0.3% | -11.2% | -11.1% |
| YTD | +7.9% | +2.3% | +5.7% | +8.4% |
| 1Y | -15.0% | +6.4% | -21.4% | -14.9% |
| All | +153.3% | +34.2% | +119.0% | +170.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling