+1,120.5%
MPC vs AGG
+14.3%
+1,106.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.7% |
| 7D | +1.2% | -0.9% | +2.1% | +1.3% |
| 30D | +17.0% | -1.0% | +17.9% | +17.1% |
| 3M | +49.5% | -1.3% | +50.7% | +49.7% |
| 6M | +83.5% | -2.1% | +85.6% | +84.1% |
| YTD | +144.1% | -1.2% | +145.3% | +144.3% |
| 1Y | +119.6% | -0.5% | +120.1% | +119.2% |
| 3Y | +168.1% | +12.4% | +155.6% | +157.0% |
| 5Y | +671.3% | -2.4% | +673.7% | +704.7% |
| All | +1,120.5% | +14.3% | +1,106.2% | +1,304.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling