+3,005.7%
MPC vs AG
-17.5%
+3,023.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.2% | -0.7% | -3.6% |
| 7D | -12.8% | -2.9% | -9.9% | -12.7% |
| 30D | -12.7% | -15.1% | +2.4% | -11.7% |
| 3M | +27.1% | -15.4% | +42.4% | +28.2% |
| 6M | +45.8% | -21.9% | +67.7% | +47.0% |
| YTD | +134.7% | -10.4% | +145.2% | +130.3% |
| 1Y | +106.0% | +39.8% | +66.2% | +92.4% |
| 3Y | +165.5% | +209.5% | -44.0% | +120.0% |
| 5Y | +540.9% | +12.5% | +528.4% | +472.4% |
| 10Y | +1,133.6% | +79.5% | +1,054.2% | +876.5% |
| All | +3,005.7% | -17.5% | +3,023.2% | +2,512.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling