+1,171.8%
MPC vs AG
+76.0%
+1,095.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.9% | +0.6% |
| 7D | +11.2% | -10.0% | +21.2% | +12.2% |
| 30D | -14.5% | -10.5% | -4.0% | -13.9% |
| 3M | +16.7% | -27.3% | +43.9% | +19.3% |
| 6M | +67.6% | -43.0% | +110.5% | +74.2% |
| YTD | +157.9% | -17.9% | +175.8% | +154.5% |
| 1Y | +116.7% | +11.9% | +104.7% | +106.1% |
| 3Y | +199.8% | +201.8% | -2.1% | +145.8% |
| 5Y | +604.4% | -0.1% | +604.5% | +532.1% |
| All | +1,171.8% | +76.0% | +1,095.8% | +915.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling