+445.3%
MP vs AGI
+366.8%
+78.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.9% | +3.3% | +2.0% |
| 7D | -2.9% | +0.6% | -3.4% | -3.1% |
| 30D | +13.8% | +18.2% | -4.4% | +7.6% |
| 3M | -16.7% | -4.1% | -12.6% | -16.2% |
| 6M | -11.5% | -28.7% | +17.2% | -2.8% |
| YTD | +7.9% | -4.0% | +11.9% | +7.8% |
| 1Y | -15.0% | +17.4% | -32.5% | -20.0% |
| 3Y | +153.5% | +203.0% | -49.5% | +74.5% |
| 5Y | +58.7% | +376.7% | -318.0% | -5.6% |
| All | +445.3% | +366.8% | +78.5% | +220.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling