-34.6%
MP vs AGI
-1.1%
-33.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +10.8% | -15.9% | -10.1% |
| 7D | -12.5% | -5.3% | -7.3% | -10.8% |
| 30D | -23.3% | -7.1% | -16.2% | -20.9% |
| 3M | -24.4% | +4.4% | -28.8% | -26.8% |
| 6M | -45.8% | -23.0% | -22.7% | -39.9% |
| YTD | -28.9% | -22.0% | -6.9% | -26.6% |
| 1Y | -34.6% | +0.3% | -34.9% | -50.9% |
| All | -34.6% | -1.1% | -33.5% | -50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 1y: compounded portfolio wealth divided by compounded AGI 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…
1y analysis · Full analysis span regression · 6 months rolling