+267.3%
MP vs AME
+182.7%
+84.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.2% | +0.2% |
| 7D | +2.3% | +1.1% | +1.2% | +1.5% |
| 30D | -15.3% | -4.1% | -11.2% | -12.1% |
| 3M | -33.5% | -6.3% | -27.2% | -29.8% |
| 6M | -45.5% | +3.5% | -49.1% | -47.1% |
| YTD | -27.3% | +17.3% | -44.6% | -36.2% |
| 1Y | -40.7% | +22.0% | -62.7% | -49.6% |
| 3Y | +145.9% | +62.0% | +83.8% | +52.7% |
| 5Y | -13.9% | +78.5% | -92.4% | -52.4% |
| All | +267.3% | +182.7% | +84.6% | +49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 10y: compounded portfolio wealth divided by compounded AME 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…
10y analysis · Full analysis span regression · 6 months rolling