+3,106.3%
MPC vs AIG
+286.6%
+2,819.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.4% | -3.5% | -2.2% |
| 7D | -8.8% | +2.2% | -11.1% | -10.2% |
| 30D | -14.4% | +6.9% | -21.2% | -18.2% |
| 3M | +21.9% | +6.8% | +15.2% | +16.5% |
| 6M | +60.1% | +9.2% | +50.9% | +49.5% |
| YTD | +142.3% | -1.9% | +144.2% | +139.6% |
| 1Y | +101.7% | +9.7% | +92.0% | +84.6% |
| 3Y | +184.8% | +37.9% | +146.9% | +116.5% |
| 5Y | +564.6% | +56.8% | +507.8% | +345.5% |
| 10Y | +1,098.3% | +67.6% | +1,030.7% | +596.0% |
| All | +3,106.3% | +286.6% | +2,819.7% | +1,028.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling