+116.3%
MP vs ACGL
+35.5%
+80.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.1% | -5.9% | -6.1% |
| 7D | -19.0% | +6.4% | -25.4% | -17.9% |
| 30D | -30.5% | +16.6% | -47.1% | -28.4% |
| 3M | -29.6% | +11.6% | -41.2% | -27.8% |
| 6M | -50.4% | +17.5% | -67.9% | -48.8% |
| YTD | -33.2% | +15.3% | -48.5% | -31.2% |
| 1Y | -38.6% | +26.3% | -64.9% | -37.1% |
| All | +116.3% | +35.5% | +80.8% | +153.3% |
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 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