+153.3%
MP vs AG
+260.2%
-106.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.0% | +3.4% | +2.1% |
| 7D | -2.9% | +1.0% | -3.9% | -3.3% |
| 30D | +13.8% | +19.2% | -5.4% | +6.8% |
| 3M | -16.7% | +6.2% | -22.9% | -19.3% |
| 6M | -11.5% | -26.7% | +15.2% | -4.3% |
| YTD | +7.9% | +26.1% | -18.2% | -3.0% |
| 1Y | -15.0% | +131.7% | -146.7% | -37.8% |
| All | +153.3% | +260.2% | -106.9% | +46.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling