-15.1%
MP vs AMC
-99.3%
+84.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.9% | +3.0% | +4.7% |
| 7D | -10.5% | +2.6% | -13.1% | -11.0% |
| 30D | -23.5% | +9.0% | -32.6% | -24.5% |
| 3M | -25.4% | +22.2% | -47.6% | -27.9% |
| 6M | -51.3% | +91.5% | -142.7% | -56.8% |
| YTD | -29.9% | +101.3% | -131.2% | -39.0% |
| 1Y | -31.8% | +20.8% | -52.6% | -36.4% |
| 3Y | +127.0% | -71.3% | +198.3% | +143.7% |
| All | -15.1% | -99.3% | +84.2% | +43.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling