+445.3%
MP vs AMCR
+15.1%
+430.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.5% |
| 7D | -2.9% | -1.9% | -1.0% | -1.7% |
| 30D | +13.8% | -4.1% | +17.9% | +16.7% |
| 3M | -16.7% | +21.7% | -38.4% | -27.6% |
| 6M | -11.5% | +1.5% | -13.0% | -13.7% |
| YTD | +7.9% | +13.1% | -5.2% | -3.7% |
| 1Y | -15.0% | +13.0% | -28.0% | -24.7% |
| 3Y | +153.5% | +6.9% | +146.6% | +129.3% |
| 5Y | +58.7% | -10.5% | +69.1% | +64.0% |
| All | +445.3% | +15.1% | +430.2% | +401.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling