+121.7%
MPC vs AGI
+12.0%
+109.7%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.5% |
| 7D | +3.2% | +2.2% | +1.0% | +3.3% |
| 30D | +25.0% | +11.3% | +13.8% | +25.5% |
| 3M | +55.2% | +5.6% | +49.5% | +56.2% |
| 6M | +86.4% | -27.7% | +114.1% | +91.6% |
| YTD | +148.5% | -4.1% | +152.5% | +145.0% |
| 1Y | +121.7% | +13.8% | +107.9% | +114.4% |
| All | +121.7% | +12.0% | +109.7% | +114.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 1y: compounded portfolio wealth divided by compounded AGI 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…
1y analysis · Full analysis span regression · 6 months rolling