+287.6%
MP vs AMT
-12.5%
+300.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.0% | +2.5% | +3.3% |
| 7D | +9.5% | +1.5% | +8.0% | +9.1% |
| 30D | -3.0% | +6.8% | -9.8% | -4.6% |
| 3M | -30.4% | +11.2% | -41.6% | -32.3% |
| 6M | -39.2% | +12.5% | -51.7% | -41.6% |
| YTD | -23.3% | +12.5% | -35.8% | -26.9% |
| 1Y | -32.6% | +10.1% | -42.7% | -35.3% |
| 3Y | +159.3% | +16.0% | +143.2% | +136.6% |
| 5Y | -16.4% | -17.2% | +0.7% | -17.1% |
| All | +287.6% | -12.5% | +300.1% | +272.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling