-10.9%
MP vs AME
+77.7%
-88.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.4% | +3.1% | +3.1% |
| 7D | +9.5% | +5.9% | +3.6% | +4.3% |
| 30D | -3.0% | -1.9% | -1.1% | -1.2% |
| 3M | -30.4% | -5.4% | -25.0% | -27.1% |
| 6M | -39.2% | +4.9% | -44.1% | -41.7% |
| YTD | -23.3% | +18.5% | -41.7% | -33.4% |
| 1Y | -32.6% | +25.5% | -58.1% | -44.2% |
| 3Y | +159.3% | +63.0% | +96.2% | +55.1% |
| All | -10.9% | +77.7% | -88.6% | -55.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling