+549.2%
MPC vs AGI
+318.8%
+230.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.4% | +2.2% | +4.5% |
| 7D | -9.4% | +17.4% | -26.8% | -10.0% |
| 30D | -14.3% | -0.9% | -13.4% | -14.2% |
| 3M | +31.1% | -1.6% | +32.7% | +31.1% |
| 6M | +60.3% | -24.7% | +85.0% | +63.2% |
| YTD | +142.5% | -15.3% | +157.8% | +141.9% |
| 1Y | +104.6% | +5.5% | +99.1% | +99.3% |
| 3Y | +191.7% | +154.5% | +37.2% | +147.6% |
| 5Y | +549.2% | +310.6% | +238.6% | +376.4% |
| All | +549.2% | +318.8% | +230.4% | +376.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling