+274.5%
MP vs AG
+58.3%
+216.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -5.3% | +7.2% | +3.6% |
| 7D | +11.0% | -6.0% | +17.0% | +13.2% |
| 30D | -11.7% | -14.3% | +2.6% | -7.5% |
| 3M | -30.8% | -26.9% | -3.9% | -24.2% |
| 6M | -42.9% | -42.1% | -0.8% | -33.3% |
| YTD | -25.9% | -15.9% | -10.0% | -24.1% |
| 1Y | -37.3% | +11.5% | -48.8% | -41.2% |
| 3Y | +150.7% | +208.0% | -57.3% | +60.4% |
| 5Y | -19.3% | +2.4% | -21.7% | -34.0% |
| All | +274.5% | +58.3% | +216.2% | +143.2% |
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