+153.3%
MP vs AIG
+38.1%
+115.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.5% |
| 7D | -2.9% | -0.9% | -1.9% | -2.7% |
| 30D | +13.8% | -4.9% | +18.7% | +14.5% |
| 3M | -16.7% | +4.5% | -21.2% | -17.7% |
| 6M | -11.5% | -1.4% | -10.0% | -11.6% |
| YTD | +7.9% | -9.8% | +17.7% | +10.3% |
| 1Y | -15.0% | -4.5% | -10.5% | -14.9% |
| All | +153.3% | +38.1% | +115.2% | +90.2% |
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