+113.2%
MPC vs AMCR
+9.1%
+104.1%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.3% | +3.8% | +2.2% |
| 7D | +9.4% | -4.5% | +13.9% | +8.3% |
| 30D | -13.4% | +4.9% | -18.3% | -12.2% |
| 3M | +18.9% | -4.6% | +23.5% | +18.2% |
| 6M | +64.9% | +15.2% | +49.7% | +70.3% |
| YTD | +156.8% | +9.7% | +147.1% | +168.1% |
| 1Y | +113.2% | +10.5% | +102.7% | +122.9% |
| All | +113.2% | +9.1% | +104.1% | +122.9% |
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 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