+191.7%
MPC vs AGI
+158.5%
+33.2%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.4% | +2.2% | +4.7% |
| 7D | -9.4% | +17.4% | -26.8% | -8.9% |
| 30D | -14.3% | -0.9% | -13.4% | -14.0% |
| 3M | +31.1% | -1.6% | +32.7% | +31.6% |
| 6M | +60.3% | -24.7% | +85.0% | +62.0% |
| YTD | +142.5% | -15.3% | +157.8% | +142.3% |
| 1Y | +104.6% | +5.5% | +99.1% | +102.4% |
| 3Y | +191.7% | +154.5% | +37.2% | +169.1% |
| All | +191.7% | +158.5% | +33.2% | +169.1% |
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