+259.1%
MP vs AMC
-93.6%
+352.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +7.3% | -12.4% | -5.4% |
| 7D | -12.5% | +17.7% | -30.3% | -13.3% |
| 30D | -23.3% | +26.2% | -49.5% | -24.3% |
| 3M | -24.4% | +31.3% | -55.7% | -25.5% |
| 6M | -45.8% | +142.8% | -188.5% | -48.7% |
| YTD | -28.9% | +125.6% | -154.6% | -32.7% |
| 1Y | -34.6% | +40.2% | -74.8% | -36.7% |
| 3Y | +118.7% | -67.2% | +185.9% | +120.6% |
| 5Y | -3.1% | -99.1% | +96.1% | +6.5% |
| All | +259.1% | -93.6% | +352.7% | +331.7% |
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