+3,312.9%
MPC vs AGG
+35.3%
+3,277.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.6% | +0.4% |
| 7D | +11.2% | -1.5% | +12.8% | +11.0% |
| 30D | -14.5% | +0.6% | -15.1% | -14.4% |
| 3M | +16.7% | -1.6% | +18.3% | +16.4% |
| 6M | +67.6% | -1.6% | +69.2% | +67.3% |
| YTD | +157.9% | -1.5% | +159.4% | +157.4% |
| 1Y | +116.7% | -1.1% | +117.8% | +116.3% |
| 3Y | +199.8% | +13.6% | +186.1% | +199.2% |
| 5Y | +604.4% | -1.7% | +606.1% | +600.4% |
| 10Y | +1,171.5% | +16.1% | +1,155.3% | +1,404.3% |
| All | +3,312.9% | +35.3% | +3,277.7% | +5,268.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling