+254.1%
MP vs AMCR
+18.0%
+236.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.1% | +7.1% | +6.2% |
| 7D | -10.5% | -5.3% | -5.2% | -7.9% |
| 30D | -23.5% | +8.7% | -32.3% | -27.8% |
| 3M | -25.4% | -3.3% | -22.2% | -24.4% |
| 6M | -51.3% | +15.1% | -66.3% | -56.4% |
| YTD | -29.9% | +12.4% | -42.3% | -37.6% |
| 1Y | -31.8% | +15.8% | -47.6% | -40.7% |
| 3Y | +127.0% | +16.7% | +110.2% | +91.1% |
| 5Y | -3.3% | -5.1% | +1.8% | -3.6% |
| All | +254.1% | +18.0% | +236.1% | +217.9% |
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