+678.6%
MPC vs AGG
-1.4%
+680.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.1% | +2.4% | +2.2% |
| 7D | +3.9% | +0.1% | +3.7% | +3.9% |
| 30D | +33.8% | -0.4% | +34.1% | +33.6% |
| 3M | +49.9% | -0.3% | +50.1% | +49.8% |
| 6M | +80.9% | -1.2% | +82.2% | +80.6% |
| YTD | +147.4% | -0.4% | +147.8% | +147.2% |
| 1Y | +123.2% | +0.4% | +122.8% | +123.3% |
| 3Y | +171.7% | +13.4% | +158.3% | +175.2% |
| 5Y | +678.6% | -1.4% | +680.0% | +595.4% |
| All | +678.6% | -1.4% | +680.0% | +595.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling