+117.2%
MPC vs AGG
-0.5%
+117.7%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +0.5% | -8.6% | -7.1% |
| 7D | -10.9% | +0.5% | -11.4% | -9.9% |
| 30D | -9.4% | +2.4% | -11.8% | -4.8% |
| 3M | +26.0% | -1.0% | +26.9% | +22.8% |
| 6M | +56.5% | -0.9% | +57.4% | +53.5% |
| YTD | +144.3% | -0.9% | +145.1% | +134.3% |
| 1Y | +117.2% | -0.5% | +117.7% | +108.8% |
| All | +117.2% | -0.5% | +117.7% | +108.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 AGG 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