+1,120.0%
MPC vs AG
+65.2%
+1,054.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.5% |
| 7D | +5.4% | +1.0% | +4.4% | +5.3% |
| 30D | +31.0% | +19.2% | +11.8% | +28.6% |
| 3M | +46.0% | +6.2% | +39.9% | +44.3% |
| 6M | +77.3% | -26.7% | +104.0% | +80.5% |
| YTD | +141.9% | +26.1% | +115.8% | +130.7% |
| 1Y | +120.9% | +131.7% | -10.7% | +95.4% |
| 3Y | +182.7% | +255.3% | -72.7% | +130.0% |
| 5Y | +646.4% | +61.9% | +584.5% | +543.3% |
| All | +1,120.0% | +65.2% | +1,054.8% | +911.7% |
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