-31.8%
MP vs AME
+16.4%
-48.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.5% | +2.4% | +2.5% |
| 7D | -10.5% | -5.2% | -5.3% | -6.0% |
| 30D | -23.5% | -8.0% | -15.5% | -17.2% |
| 3M | -25.4% | -8.9% | -16.5% | -18.6% |
| 6M | -51.3% | -5.0% | -46.3% | -48.9% |
| YTD | -29.9% | +11.9% | -41.8% | -36.0% |
| 1Y | -31.8% | +16.6% | -48.5% | -39.8% |
| All | -31.8% | +16.4% | -48.2% | -39.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling