+259.1%
MP vs AMT
-11.0%
+270.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +4.0% | -9.1% | -5.9% |
| 7D | -12.5% | +6.0% | -18.6% | -13.7% |
| 30D | -23.3% | +20.1% | -43.4% | -26.7% |
| 3M | -24.4% | +12.4% | -36.7% | -26.6% |
| 6M | -45.8% | +9.9% | -55.7% | -47.4% |
| YTD | -28.9% | +14.4% | -43.3% | -32.4% |
| 1Y | -34.6% | +12.4% | -47.0% | -37.5% |
| 3Y | +118.7% | +13.7% | +105.0% | +101.9% |
| 5Y | -3.1% | -17.8% | +14.8% | -4.1% |
| All | +259.1% | -11.0% | +270.1% | +244.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling