-31.8%
MP vs AMT
+9.8%
-41.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.7% | +7.6% | +4.2% |
| 7D | -10.5% | +0.5% | -11.1% | -10.3% |
| 30D | -23.5% | +13.6% | -37.1% | -21.1% |
| 3M | -25.4% | +11.5% | -36.9% | -23.4% |
| 6M | -51.3% | +6.9% | -58.2% | -49.7% |
| YTD | -29.9% | +10.8% | -40.7% | -28.8% |
| 1Y | -31.8% | +10.3% | -42.2% | -30.1% |
| All | -31.8% | +9.8% | -41.7% | -30.1% |
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