+104.7%
MPC vs AG
+23.1%
+81.5%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.1% | +4.5% | +3.4% |
| 7D | +2.6% | -4.0% | +6.6% | +2.4% |
| 30D | -12.2% | -13.1% | +0.9% | -12.3% |
| 3M | +20.1% | -22.0% | +42.1% | +19.7% |
| 6M | +60.6% | -37.3% | +97.9% | +60.7% |
| YTD | +150.6% | -11.2% | +161.7% | +143.6% |
| 1Y | +104.7% | +23.9% | +80.7% | +90.8% |
| All | +104.7% | +23.1% | +81.5% | +90.8% |
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