+163.8%
MPC vs AG
+219.8%
-56.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -3.0% | -1.3% |
| 7D | -16.2% | +6.3% | -22.5% | -16.4% |
| 30D | -15.7% | -8.9% | -6.8% | -15.4% |
| 3M | +24.9% | -12.2% | +37.1% | +25.3% |
| 6M | +52.7% | -28.3% | +81.0% | +54.5% |
| YTD | +131.9% | -8.8% | +140.7% | +126.6% |
| 1Y | +96.6% | +39.4% | +57.3% | +83.8% |
| 3Y | +163.8% | +229.4% | -65.6% | +116.1% |
| All | +163.8% | +219.8% | -56.0% | +116.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling