+1,134.0%
MPC vs AIG
+61.7%
+1,072.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.0% | +4.3% | +3.6% |
| 7D | +3.9% | -1.6% | +5.4% | +4.9% |
| 30D | +33.8% | -5.2% | +39.0% | +38.2% |
| 3M | +49.9% | +1.5% | +48.4% | +47.5% |
| 6M | +80.9% | -3.9% | +84.9% | +82.7% |
| YTD | +147.4% | -11.6% | +159.0% | +162.6% |
| 1Y | +123.2% | -2.9% | +126.1% | +119.9% |
| 3Y | +171.7% | +33.7% | +138.0% | +107.6% |
| 5Y | +678.6% | +52.7% | +625.9% | +416.6% |
| 10Y | +1,134.0% | +62.6% | +1,071.4% | +512.3% |
| All | +1,134.0% | +61.7% | +1,072.4% | +512.3% |
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