+117.2%
MPC vs AMCR
+32.3%
+85.0%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +3.3% | -11.4% | -7.3% |
| 7D | -10.9% | +6.2% | -17.1% | -9.5% |
| 30D | -9.4% | +16.0% | -25.4% | -6.2% |
| 3M | +26.0% | +4.4% | +21.6% | +27.7% |
| 6M | +56.5% | +35.5% | +21.0% | +65.6% |
| YTD | +144.3% | +21.5% | +122.7% | +157.2% |
| 1Y | +117.2% | +30.7% | +86.5% | +118.1% |
| All | +117.2% | +32.3% | +85.0% | +118.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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