-10.9%
MP vs AG
0.0%
-10.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.4% | +5.9% | +4.3% |
| 7D | +9.5% | -10.0% | +19.4% | +13.3% |
| 30D | -3.0% | -10.5% | +7.5% | +0.4% |
| 3M | -30.4% | -27.3% | -3.1% | -23.1% |
| 6M | -39.2% | -43.0% | +3.8% | -27.9% |
| YTD | -23.3% | -17.9% | -5.4% | -20.8% |
| 1Y | -32.6% | +11.9% | -44.6% | -37.4% |
| 3Y | +159.3% | +201.8% | -42.5% | +59.4% |
| All | -10.9% | 0.0% | -10.9% | -17.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling