+101.9%
MPC vs AG
+32.5%
+69.4%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.7% | -0.1% | +4.8% |
| 7D | -9.4% | +10.8% | -20.2% | -8.9% |
| 30D | -14.3% | -8.2% | -6.2% | -14.2% |
| 3M | +31.1% | -13.7% | +44.8% | +31.1% |
| 6M | +60.3% | -27.3% | +87.5% | +60.7% |
| YTD | +142.5% | -4.6% | +147.1% | +136.7% |
| All | +101.9% | +32.5% | +69.4% | +89.2% |
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