+116.7%
MPC vs AMC
+33.2%
+83.5%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.7% | +3.1% | +0.3% |
| 7D | +11.2% | +3.5% | +7.7% | +11.4% |
| 30D | -14.5% | +12.5% | -26.9% | -13.9% |
| 3M | +16.7% | +23.6% | -6.9% | +17.9% |
| 6M | +67.6% | +144.4% | -76.8% | +73.9% |
| YTD | +157.9% | +108.3% | +49.6% | +166.3% |
| 1Y | +116.7% | +38.9% | +77.8% | +140.6% |
| All | +116.7% | +33.2% | +83.5% | +140.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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