+171.7%
MPC vs AGI
+208.5%
-36.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.4% | +3.7% | +2.3% |
| 7D | +3.9% | +4.4% | -0.5% | +3.9% |
| 30D | +33.8% | +10.0% | +23.8% | +33.7% |
| 3M | +49.9% | +1.7% | +48.1% | +50.2% |
| 6M | +80.9% | -26.8% | +107.7% | +83.6% |
| YTD | +147.4% | -5.3% | +152.8% | +146.4% |
| 1Y | +123.2% | +11.5% | +111.7% | +120.2% |
| 3Y | +171.7% | +212.9% | -41.2% | +145.9% |
| All | +171.7% | +208.5% | -36.8% | +145.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling