+127.0%
MP vs AME
+62.2%
+64.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.5% | +2.4% | +3.3% |
| 7D | -10.5% | -5.2% | -5.3% | -7.3% |
| 30D | -23.5% | -8.0% | -15.5% | -19.1% |
| 3M | -25.4% | -8.9% | -16.5% | -20.8% |
| 6M | -51.3% | -5.0% | -46.3% | -49.5% |
| YTD | -29.9% | +11.9% | -41.8% | -33.4% |
| 1Y | -31.8% | +16.6% | -48.5% | -36.5% |
| 3Y | +127.0% | +62.5% | +64.5% | +48.4% |
| All | +127.0% | +62.2% | +64.8% | +48.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling