+145.7%
MP vs AGG
+14.9%
+130.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.8% | +0.8% |
| 7D | +2.3% | -0.6% | +2.8% | +3.3% |
| 30D | -15.3% | +1.6% | -16.9% | -17.8% |
| 3M | -33.5% | -0.5% | -33.0% | -32.9% |
| 6M | -45.5% | -1.1% | -44.4% | -44.4% |
| YTD | -27.3% | -0.7% | -26.6% | -26.2% |
| 1Y | -40.7% | -0.7% | -40.0% | -39.8% |
| All | +145.7% | +14.9% | +130.8% | +92.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling