+153.3%
MP vs AMT
+8.2%
+145.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +1.5% |
| 7D | -2.9% | -0.2% | -2.6% | -2.8% |
| 30D | +13.8% | +4.6% | +9.2% | +13.4% |
| 3M | -16.7% | -8.4% | -8.2% | -15.7% |
| 6M | -11.5% | -6.0% | -5.5% | -10.8% |
| YTD | +7.9% | +2.1% | +5.8% | +6.7% |
| 1Y | -15.0% | -6.4% | -8.7% | -14.4% |
| All | +153.3% | +8.2% | +145.1% | +138.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling