+68.9%
MP vs AMCR
-9.8%
+78.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.8% | +3.3% | +2.7% |
| 7D | +3.0% | -1.8% | +4.9% | +4.3% |
| 30D | +8.3% | -6.0% | +14.4% | +12.6% |
| 3M | -3.8% | +18.9% | -22.8% | -16.2% |
| 6M | -4.9% | +5.7% | -10.6% | -10.2% |
| YTD | +9.6% | +11.1% | -1.5% | -2.4% |
| 1Y | -11.7% | +12.7% | -24.4% | -23.0% |
| 3Y | +158.5% | +9.6% | +148.9% | +122.1% |
| 5Y | +68.9% | -10.3% | +79.2% | +79.2% |
| All | +68.9% | -9.8% | +78.7% | +79.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling