+1,171.8%
MPC vs AIG
+67.5%
+1,104.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | +0.1% | +0.2% |
| 7D | +11.2% | +6.6% | +4.7% | +6.7% |
| 30D | -14.5% | +7.0% | -21.5% | -18.4% |
| 3M | +16.7% | +9.7% | +7.0% | +9.5% |
| 6M | +67.6% | +10.8% | +56.8% | +54.9% |
| YTD | +157.9% | -1.3% | +159.2% | +154.1% |
| 1Y | +116.7% | +8.4% | +108.3% | +99.7% |
| 3Y | +199.8% | +39.0% | +160.8% | +124.4% |
| 5Y | +604.4% | +59.6% | +544.8% | +357.6% |
| All | +1,171.8% | +67.5% | +1,104.3% | +531.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 10y: compounded portfolio wealth divided by compounded AIG 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…
10y analysis · Full analysis span regression · 6 months rolling