+180.6%
MPC vs AG
+260.2%
-79.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.4% |
| 7D | +5.4% | +1.0% | +4.4% | +5.4% |
| 30D | +31.0% | +19.2% | +11.8% | +29.7% |
| 3M | +46.0% | +6.2% | +39.9% | +45.3% |
| 6M | +77.3% | -26.7% | +104.0% | +80.4% |
| YTD | +141.9% | +26.1% | +115.8% | +133.8% |
| 1Y | +120.9% | +131.7% | -10.7% | +100.9% |
| All | +180.6% | +260.2% | -79.5% | +138.5% |
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