+264.6%
MP vs AGI
+290.0%
-25.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -3.1% | +6.0% | +4.0% |
| 7D | -3.6% | +13.9% | -17.5% | -8.1% |
| 30D | -21.0% | -6.2% | -14.7% | -19.7% |
| 3M | -33.3% | -6.9% | -26.3% | -32.2% |
| 6M | -45.9% | -28.7% | -17.2% | -40.7% |
| YTD | -27.8% | -19.8% | -8.0% | -24.0% |
| 1Y | -43.2% | -4.8% | -38.4% | -43.0% |
| 3Y | +144.0% | +144.3% | -0.3% | +79.5% |
| 5Y | -6.1% | +277.2% | -283.3% | -40.5% |
| All | +264.6% | +290.0% | -25.4% | +126.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling