+237.4%
MP vs AME
+163.0%
+74.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -5.9% | -0.1% | -1.0% |
| 7D | -19.0% | -11.4% | -7.5% | -10.2% |
| 30D | -30.5% | -12.1% | -18.4% | -22.4% |
| 3M | -29.6% | -12.3% | -17.2% | -21.5% |
| 6M | -50.4% | -4.6% | -45.8% | -48.4% |
| YTD | -33.2% | +9.1% | -42.3% | -37.8% |
| 1Y | -38.6% | +13.3% | -51.9% | -44.5% |
| 3Y | +105.5% | +58.2% | +47.3% | +28.8% |
| 5Y | -7.8% | +63.4% | -71.3% | -45.3% |
| All | +237.4% | +163.0% | +74.4% | +45.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling