+445.3%
MP vs AMC
-95.2%
+540.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.3% | -2.9% | +1.2% |
| 7D | -2.9% | +2.3% | -5.2% | -3.0% |
| 30D | +13.8% | -0.7% | +14.6% | +13.8% |
| 3M | -16.7% | +35.2% | -51.9% | -18.6% |
| 6M | -11.5% | +124.6% | -136.1% | -16.0% |
| YTD | +7.9% | +69.9% | -61.9% | +3.8% |
| 1Y | -15.0% | -2.6% | -12.5% | -16.2% |
| 3Y | +153.5% | -79.8% | +233.3% | +160.3% |
| 5Y | +58.7% | -99.4% | +158.1% | +77.3% |
| All | +445.3% | -95.2% | +540.5% | +565.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling