+150.5%
MP vs AIG
+39.0%
+111.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.3% | +2.0% |
| 7D | +11.0% | +2.0% | +9.0% | +10.9% |
| 30D | -11.7% | +6.3% | -18.1% | -12.0% |
| 3M | -30.8% | +9.2% | -40.0% | -31.1% |
| 6M | -42.9% | +9.5% | -52.4% | -43.3% |
| YTD | -25.9% | -1.6% | -24.2% | -24.8% |
| 1Y | -37.3% | +8.5% | -45.8% | -38.2% |
| All | +150.5% | +39.0% | +111.5% | +162.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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