+1,171.8%
MPC vs AMCR
+18.6%
+1,153.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +11.2% | -2.4% | +13.6% | +12.4% |
| 30D | -14.5% | +3.6% | -18.1% | -16.4% |
| 3M | +16.7% | -4.2% | +20.9% | +18.0% |
| 6M | +67.6% | +15.5% | +52.0% | +52.0% |
| YTD | +157.9% | +9.7% | +148.2% | +134.1% |
| 1Y | +116.7% | +8.3% | +108.4% | +97.8% |
| 3Y | +199.8% | +15.4% | +184.4% | +153.9% |
| 5Y | +604.4% | -9.1% | +613.5% | +576.9% |
| All | +1,171.8% | +18.6% | +1,153.1% | +876.9% |
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