+254.1%
MP vs AIG
+187.1%
+67.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.9% | +8.9% | +6.6% |
| 7D | -10.5% | -5.1% | -5.4% | -8.7% |
| 30D | -23.5% | +2.8% | -26.3% | -24.7% |
| 3M | -25.4% | -2.1% | -23.3% | -25.2% |
| 6M | -51.3% | +1.4% | -52.7% | -52.3% |
| YTD | -29.9% | -7.4% | -22.5% | -29.0% |
| 1Y | -31.8% | +4.4% | -36.3% | -35.5% |
| 3Y | +127.0% | +30.0% | +97.0% | +84.3% |
| 5Y | -3.3% | +47.9% | -51.1% | -27.3% |
| All | +254.1% | +187.1% | +67.0% | +119.2% |
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 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