+120.9%
MPC vs AMCR
+11.5%
+109.4%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | 0.0% |
| 7D | +5.4% | -3.3% | +8.7% | +4.7% |
| 30D | +31.0% | -5.4% | +36.4% | +29.5% |
| 3M | +46.0% | +20.0% | +26.1% | +50.8% |
| 6M | +77.3% | 0.0% | +77.3% | +88.4% |
| YTD | +141.9% | +11.5% | +130.4% | +153.8% |
| 1Y | +120.9% | +11.4% | +109.5% | +131.0% |
| All | +120.9% | +11.5% | +109.4% | +131.0% |
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