-15.1%
MP vs AME
+66.2%
-81.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.5% | +2.4% | +2.8% |
| 7D | -10.5% | -5.2% | -5.3% | -6.4% |
| 30D | -23.5% | -8.0% | -15.5% | -17.8% |
| 3M | -25.4% | -8.9% | -16.5% | -19.4% |
| 6M | -51.3% | -5.0% | -46.3% | -49.1% |
| YTD | -29.9% | +11.9% | -41.8% | -36.2% |
| 1Y | -31.8% | +16.6% | -48.5% | -40.0% |
| 3Y | +127.0% | +62.5% | +64.5% | +33.4% |
| All | -15.1% | +66.2% | -81.3% | -55.8% |
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 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