+101.7%
MPC vs AMCR
+13.9%
+87.8%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -8.8% | -3.8% | -5.1% | -9.5% |
| 30D | -14.4% | +8.3% | -22.7% | -12.6% |
| 3M | +21.9% | -2.7% | +24.6% | +21.7% |
| 6M | +60.1% | +16.7% | +43.4% | +66.1% |
| YTD | +142.3% | +13.2% | +129.1% | +154.2% |
| 1Y | +101.7% | +13.7% | +88.0% | +112.3% |
| All | +101.7% | +13.9% | +87.8% | +112.3% |
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