+445.3%
MP vs AIG
+179.5%
+265.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.8% |
| 7D | -2.9% | -0.9% | -1.9% | -2.5% |
| 30D | +13.8% | -4.9% | +18.7% | +16.2% |
| 3M | -16.7% | +4.5% | -21.2% | -19.2% |
| 6M | -11.5% | -1.4% | -10.0% | -12.0% |
| YTD | +7.9% | -9.8% | +17.7% | +11.2% |
| 1Y | -15.0% | -4.5% | -10.5% | -15.8% |
| 3Y | +153.5% | +37.4% | +116.1% | +99.8% |
| 5Y | +58.7% | +55.0% | +3.7% | +18.1% |
| All | +445.3% | +179.5% | +265.8% | +243.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling