+3,101.0%
MPC vs AIG
+255.6%
+2,845.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.2% | +0.8% |
| 7D | +5.4% | -0.9% | +6.4% | +6.0% |
| 30D | +31.0% | -4.9% | +35.9% | +35.0% |
| 3M | +46.0% | +4.5% | +41.6% | +41.1% |
| 6M | +77.3% | -1.4% | +78.8% | +76.0% |
| YTD | +141.9% | -9.8% | +151.7% | +153.2% |
| 1Y | +120.9% | -4.5% | +125.4% | +120.4% |
| 3Y | +182.7% | +37.4% | +145.2% | +114.8% |
| 5Y | +646.4% | +55.0% | +591.5% | +402.1% |
| 10Y | +1,138.7% | +63.7% | +1,075.1% | +633.4% |
| All | +3,101.0% | +255.6% | +2,845.4% | +1,092.5% |
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