+267.3%
MP vs AGG
-1.4%
+268.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.8% | +0.8% |
| 7D | +2.3% | -0.6% | +2.8% | +2.9% |
| 30D | -15.3% | +1.6% | -16.9% | -16.7% |
| 3M | -33.5% | -0.5% | -33.0% | -33.1% |
| 6M | -45.5% | -1.1% | -44.4% | -44.8% |
| YTD | -27.3% | -0.7% | -26.6% | -26.6% |
| 1Y | -40.7% | -0.7% | -40.0% | -40.2% |
| 3Y | +145.9% | +14.5% | +131.3% | +120.9% |
| 5Y | -13.9% | -0.9% | -13.0% | -29.6% |
| All | +267.3% | -1.4% | +268.7% | +198.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 AGG 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