+277.5%
MP vs AMCR
+18.7%
+258.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.6% | +6.0% | +6.3% |
| 7D | -1.6% | -7.9% | +6.4% | +3.2% |
| 30D | -18.2% | +8.2% | -26.4% | -22.4% |
| 3M | -26.1% | -4.3% | -21.8% | -24.7% |
| 6M | -44.0% | +16.6% | -60.6% | -50.4% |
| YTD | -25.3% | +13.1% | -38.4% | -33.7% |
| 1Y | -35.6% | +14.4% | -50.0% | -43.5% |
| 3Y | +147.1% | +18.4% | +128.7% | +106.1% |
| 5Y | -11.3% | -5.8% | -5.5% | -11.4% |
| All | +277.5% | +18.7% | +258.8% | +237.8% |
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