+153.3%
MP vs AME
+50.7%
+102.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.1% | +0.4% |
| 7D | -2.9% | +0.6% | -3.5% | -3.2% |
| 30D | +13.8% | -6.7% | +20.5% | +19.0% |
| 3M | -16.7% | +4.1% | -20.8% | -18.6% |
| 6M | -11.5% | +1.6% | -13.1% | -12.4% |
| YTD | +7.9% | +16.1% | -8.2% | -0.3% |
| 1Y | -15.0% | +27.3% | -42.4% | -25.2% |
| All | +153.3% | +50.7% | +102.5% | +75.8% |
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 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