+1,142.4%
MPC vs AGG
+15.0%
+1,127.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | +3.2% | -0.2% | +3.4% | +3.2% |
| 30D | +25.0% | -0.2% | +25.3% | +25.1% |
| 3M | +55.2% | -0.7% | +55.9% | +55.3% |
| 6M | +86.4% | -1.8% | +88.2% | +86.9% |
| YTD | +148.5% | -0.6% | +149.0% | +148.4% |
| 1Y | +121.7% | +0.4% | +121.3% | +121.0% |
| 3Y | +172.9% | +13.2% | +159.7% | +161.3% |
| 5Y | +679.9% | -2.0% | +681.9% | +714.4% |
| All | +1,142.4% | +15.0% | +1,127.3% | +1,328.4% |
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