+237.4%
MP vs AMC
-94.4%
+331.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -12.5% | +6.5% | -5.4% |
| 7D | -19.0% | 0.0% | -19.0% | -19.0% |
| 30D | -30.5% | +4.4% | -34.9% | -30.7% |
| 3M | -29.6% | +15.4% | -44.9% | -30.2% |
| 6M | -50.4% | +93.7% | -144.1% | -52.6% |
| YTD | -33.2% | +97.4% | -130.7% | -36.4% |
| 1Y | -38.6% | +23.2% | -61.8% | -40.2% |
| 3Y | +105.5% | -71.3% | +176.7% | +108.7% |
| 5Y | -7.8% | -99.3% | +91.4% | +2.0% |
| All | +237.4% | -94.4% | +331.8% | +308.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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