+130.2%
MP vs ACGL
+35.7%
+94.5%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +2.7% | -7.8% | -4.5% |
| 7D | -12.5% | +8.0% | -20.5% | -11.1% |
| 30D | -23.3% | +17.3% | -40.6% | -20.9% |
| 3M | -24.4% | +11.2% | -35.6% | -22.5% |
| 6M | -45.8% | +18.2% | -63.9% | -44.0% |
| YTD | -28.9% | +15.4% | -44.3% | -26.7% |
| 1Y | -34.6% | +26.5% | -61.1% | -33.0% |
| All | +130.2% | +35.7% | +94.5% | +169.7% |
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