+679.9%
MPC vs AGI
+392.7%
+287.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.3% |
| 7D | +3.2% | +2.2% | +1.0% | +3.1% |
| 30D | +25.0% | +11.3% | +13.8% | +24.1% |
| 3M | +55.2% | +5.6% | +49.5% | +54.3% |
| 6M | +86.4% | -27.7% | +114.1% | +91.0% |
| YTD | +148.5% | -4.1% | +152.5% | +146.0% |
| 1Y | +121.7% | +13.8% | +107.9% | +114.8% |
| 3Y | +172.9% | +217.0% | -44.2% | +126.0% |
| 5Y | +679.9% | +404.3% | +275.6% | +484.1% |
| All | +679.9% | +392.7% | +287.3% | +484.1% |
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 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