-34.6%
MP vs AMT
+13.5%
-48.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +4.0% | -9.1% | -4.0% |
| 7D | -12.5% | +6.0% | -18.6% | -11.2% |
| 30D | -23.3% | +20.1% | -43.4% | -19.9% |
| 3M | -24.4% | +12.4% | -36.7% | -22.2% |
| 6M | -45.8% | +9.9% | -55.7% | -43.7% |
| YTD | -28.9% | +14.4% | -43.3% | -27.5% |
| 1Y | -34.6% | +12.4% | -47.0% | -31.5% |
| All | -34.6% | +13.5% | -48.1% | -31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 AMT 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