+49.2%
MP vs AMRZ
-13.6%
+62.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.4% |
| 7D | -2.9% | -1.9% | -0.9% | -2.6% |
| 30D | +13.8% | -16.9% | +30.8% | +16.3% |
| 3M | -16.7% | -19.2% | +2.5% | -14.8% |
| 6M | -11.5% | -29.3% | +17.8% | -10.3% |
| YTD | +7.9% | -18.0% | +25.9% | +11.1% |
| 1Y | -15.0% | -15.1% | 0.0% | -11.5% |
| All | +49.2% | -13.6% | +62.8% | +53.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling