-37.3%
MP vs AMRZ
-16.9%
-20.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.9% | +3.9% | +2.5% |
| 7D | +11.0% | -4.0% | +15.0% | +12.3% |
| 30D | -11.7% | +12.4% | -24.1% | -15.0% |
| 3M | -30.8% | -11.5% | -19.3% | -28.8% |
| 6M | -42.9% | -21.6% | -21.3% | -39.9% |
| YTD | -25.9% | -23.4% | -2.5% | -22.6% |
| 1Y | -37.3% | -17.2% | -20.1% | -34.5% |
| All | -37.3% | -16.9% | -20.4% | -34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 1y: compounded portfolio wealth divided by compounded AMRZ 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…
1y analysis · Full analysis span regression · 6 months rolling