+237.4%
MP vs ACGL
+299.0%
-61.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.1% | -5.9% | -6.0% |
| 7D | -19.0% | +6.4% | -25.4% | -19.7% |
| 30D | -30.5% | +16.6% | -47.1% | -32.1% |
| 3M | -29.6% | +11.6% | -41.2% | -30.9% |
| 6M | -50.4% | +17.5% | -67.9% | -52.1% |
| YTD | -33.2% | +15.3% | -48.5% | -35.5% |
| 1Y | -38.6% | +26.3% | -64.9% | -42.1% |
| 3Y | +105.5% | +35.9% | +69.6% | +86.1% |
| 5Y | -7.8% | +168.2% | -176.0% | -37.6% |
| All | +237.4% | +299.0% | -61.6% | +103.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling