+131.7%
MP vs AMCR
+16.0%
+115.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.1% | +7.1% | +5.9% |
| 7D | -10.5% | -5.3% | -5.2% | -8.5% |
| 30D | -23.5% | +8.7% | -32.3% | -26.8% |
| 3M | -25.4% | -3.3% | -22.2% | -24.6% |
| 6M | -51.3% | +15.1% | -66.3% | -55.4% |
| YTD | -29.9% | +12.4% | -42.3% | -36.4% |
| 1Y | -31.8% | +15.8% | -47.6% | -39.4% |
| All | +131.7% | +16.0% | +115.8% | +86.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling