-7.8%
MP vs AMT
-18.8%
+10.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.4% | -5.6% | -5.9% |
| 7D | -19.0% | +4.4% | -23.3% | -19.9% |
| 30D | -30.5% | +17.7% | -48.2% | -33.7% |
| 3M | -29.6% | +16.7% | -46.2% | -32.7% |
| 6M | -50.4% | +11.1% | -61.6% | -52.4% |
| YTD | -33.2% | +13.9% | -47.1% | -37.1% |
| 1Y | -38.6% | +12.5% | -51.1% | -41.9% |
| 3Y | +105.5% | +13.2% | +92.3% | +84.8% |
| 5Y | -7.8% | -17.9% | +10.0% | +1.7% |
| All | -7.8% | -18.8% | +10.9% | +1.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling