+445.3%
MP vs AMCR
+18.7%
+426.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.5% |
| 7D | -2.9% | -1.9% | -1.0% | -1.7% |
| 30D | +13.8% | -4.1% | +17.9% | +16.7% |
| 3M | -16.7% | +21.7% | -38.4% | -27.6% |
| 6M | -11.5% | +1.5% | -13.0% | -13.7% |
| YTD | +7.9% | +13.1% | -5.2% | -3.7% |
| 1Y | -15.0% | +16.5% | -31.5% | -26.4% |
| 3Y | +153.5% | +10.3% | +143.3% | +124.3% |
| 5Y | +58.7% | -7.7% | +66.3% | +60.4% |
| All | +445.3% | +18.7% | +426.6% | +390.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded AMCR 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling