+564.6%
MPC vs AG
+5.9%
+558.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.9% | +5.8% | +0.3% |
| 7D | -8.8% | +6.0% | -14.8% | -9.3% |
| 30D | -14.4% | -13.5% | -0.8% | -13.6% |
| 3M | +21.9% | -20.7% | +42.6% | +23.5% |
| 6M | +60.1% | -31.5% | +91.7% | +63.3% |
| YTD | +142.3% | -10.1% | +152.5% | +136.9% |
| 1Y | +101.7% | +26.0% | +75.7% | +89.5% |
| 3Y | +184.8% | +228.9% | -44.1% | +129.8% |
| 5Y | +564.6% | +8.7% | +555.9% | +546.0% |
| All | +564.6% | +5.9% | +558.7% | +546.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling