+120.9%
MPC vs AG
+125.2%
-4.3%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.3% |
| 7D | +5.4% | +1.0% | +4.4% | +5.5% |
| 30D | +31.0% | +19.2% | +11.8% | +31.1% |
| 3M | +46.0% | +6.2% | +39.9% | +46.5% |
| 6M | +77.3% | -26.7% | +104.0% | +80.3% |
| YTD | +141.9% | +26.1% | +115.8% | +137.5% |
| 1Y | +120.9% | +131.7% | -10.7% | +114.6% |
| All | +120.9% | +125.2% | -4.3% | +114.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 1y: compounded portfolio wealth divided by compounded AG 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…
1y analysis · Full analysis span regression · 6 months rolling