-11.7%
MP vs AMCR
+11.9%
-23.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.8% | +3.3% | +1.9% |
| 7D | +3.0% | -1.8% | +4.9% | +3.5% |
| 30D | +8.3% | -6.0% | +14.4% | +9.8% |
| 3M | -3.8% | +18.9% | -22.8% | -9.1% |
| 6M | -4.9% | +5.7% | -10.6% | -10.3% |
| YTD | +9.6% | +11.1% | -1.5% | +5.5% |
| 1Y | -11.7% | +12.7% | -24.4% | -18.6% |
| All | -11.7% | +11.9% | -23.6% | -18.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling