+1,166.2%
MPC vs AMCR
+18.6%
+1,147.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.3% | +3.8% | +3.1% |
| 7D | +9.4% | -4.5% | +13.9% | +11.7% |
| 30D | -13.4% | +4.9% | -18.3% | -15.9% |
| 3M | +18.9% | -4.6% | +23.5% | +20.5% |
| 6M | +64.9% | +15.2% | +49.7% | +49.8% |
| YTD | +156.8% | +9.7% | +147.1% | +133.0% |
| 1Y | +113.2% | +10.5% | +102.7% | +92.4% |
| 3Y | +201.8% | +13.8% | +188.0% | +157.7% |
| 5Y | +601.4% | -9.1% | +610.5% | +573.9% |
| All | +1,166.2% | +18.6% | +1,147.6% | +872.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling