+443.0%
MP vs AMCR
+13.4%
+429.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.7% | +0.8% | -0.3% |
| 7D | -0.7% | -6.3% | +5.5% | +3.2% |
| 30D | -0.7% | -7.1% | +6.5% | +3.8% |
| 3M | 0.0% | +12.7% | -12.7% | -8.7% |
| 6M | -10.0% | +5.2% | -15.1% | -14.4% |
| YTD | +7.5% | +8.1% | -0.6% | -1.5% |
| 1Y | -14.0% | +11.7% | -25.7% | -23.6% |
| 3Y | +153.5% | +9.9% | +143.6% | +123.5% |
| 5Y | +62.7% | -8.7% | +71.4% | +67.1% |
| All | +443.0% | +13.4% | +429.6% | +402.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling