+163.8%
MPC vs AMCR
+16.4%
+147.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -1.1% |
| 7D | -16.2% | -5.3% | -10.9% | -15.9% |
| 30D | -15.7% | +8.7% | -24.5% | -16.3% |
| 3M | +24.9% | -3.3% | +28.2% | +25.2% |
| 6M | +52.7% | +15.1% | +37.6% | +49.4% |
| YTD | +131.9% | +12.4% | +119.4% | +126.8% |
| 1Y | +96.6% | +15.8% | +80.8% | +90.3% |
| 3Y | +163.8% | +16.7% | +147.0% | +152.5% |
| All | +163.8% | +16.4% | +147.4% | +152.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling