+127.0%
MP vs AGI
+141.1%
-14.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.4% | +2.5% | +4.1% |
| 7D | -10.5% | +16.0% | -26.5% | -15.8% |
| 30D | -23.5% | +1.0% | -24.5% | -24.2% |
| 3M | -25.4% | +2.5% | -27.9% | -26.6% |
| 6M | -51.3% | -24.0% | -27.2% | -47.0% |
| YTD | -29.9% | -17.2% | -12.7% | -26.2% |
| 1Y | -31.8% | +4.9% | -36.7% | -33.1% |
| 3Y | +127.0% | +142.6% | -15.6% | +44.6% |
| All | +127.0% | +141.1% | -14.1% | +44.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling