+2.4%
MP vs AMRZ
-19.3%
+21.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.9% | +3.9% | +2.3% |
| 7D | +11.0% | -4.0% | +15.0% | +11.7% |
| 30D | -11.7% | +12.4% | -24.1% | -13.4% |
| 3M | -30.8% | -11.5% | -19.3% | -29.9% |
| 6M | -42.9% | -21.6% | -21.3% | -41.6% |
| YTD | -25.9% | -23.4% | -2.5% | -23.2% |
| 1Y | -37.3% | -17.2% | -20.1% | -33.3% |
| All | +2.4% | -19.3% | +21.7% | +6.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling