-34.6%
MP vs AG
+29.4%
-64.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +9.1% | -14.2% | -8.9% |
| 7D | -12.5% | -2.6% | -9.9% | -11.9% |
| 30D | -23.3% | -12.1% | -11.2% | -19.3% |
| 3M | -24.4% | -6.6% | -17.8% | -23.2% |
| 6M | -45.8% | -20.5% | -25.3% | -42.2% |
| YTD | -28.9% | -7.4% | -21.5% | -31.3% |
| 1Y | -34.6% | +33.4% | -68.0% | -48.8% |
| All | -34.6% | +29.4% | -64.0% | -48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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