+1,166.2%
MPC vs AGG
+17.0%
+1,149.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.6% | +3.1% | +2.6% |
| 7D | +9.4% | -1.4% | +10.9% | +9.6% |
| 30D | -13.4% | +0.9% | -14.3% | -13.6% |
| 3M | +18.9% | -1.2% | +20.1% | +19.0% |
| 6M | +64.9% | -1.4% | +66.3% | +65.2% |
| YTD | +156.8% | -1.4% | +158.2% | +157.0% |
| 1Y | +113.2% | -1.3% | +114.4% | +113.2% |
| 3Y | +201.8% | +13.8% | +188.0% | +187.3% |
| 5Y | +601.4% | -1.6% | +602.9% | +626.7% |
| All | +1,166.2% | +17.0% | +1,149.3% | +1,401.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling