+2,968.0%
MPC vs AIG
+265.2%
+2,702.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.9% | +2.7% | +1.3% |
| 7D | -16.2% | -5.1% | -11.1% | -13.5% |
| 30D | -15.7% | +2.8% | -18.5% | -17.4% |
| 3M | +24.9% | -2.1% | +27.0% | +26.0% |
| 6M | +52.7% | +1.4% | +51.2% | +49.5% |
| YTD | +131.9% | -7.4% | +139.2% | +137.9% |
| 1Y | +96.6% | +4.4% | +92.2% | +85.6% |
| 3Y | +163.8% | +30.0% | +133.8% | +108.4% |
| 5Y | +533.1% | +47.9% | +485.3% | +340.7% |
| 10Y | +1,118.6% | +74.4% | +1,044.3% | +591.3% |
| All | +2,968.0% | +265.2% | +2,702.8% | +1,020.1% |
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