+254.1%
MP vs AG
+71.5%
+182.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.8% | +3.1% | +4.4% |
| 7D | -10.5% | +6.3% | -16.8% | -12.5% |
| 30D | -23.5% | -8.9% | -14.6% | -21.4% |
| 3M | -25.4% | -12.2% | -13.2% | -22.8% |
| 6M | -51.3% | -28.3% | -23.0% | -46.8% |
| YTD | -29.9% | -8.8% | -21.1% | -30.0% |
| 1Y | -31.8% | +39.4% | -71.2% | -40.2% |
| 3Y | +127.0% | +229.4% | -102.4% | +42.2% |
| 5Y | -3.3% | +14.5% | -17.8% | -23.5% |
| All | +254.1% | +71.5% | +182.6% | +124.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling