+1,098.3%
MPC vs AME
+438.4%
+659.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -8.8% | -4.1% | -4.7% | -6.0% |
| 30D | -14.4% | -4.1% | -10.3% | -12.2% |
| 3M | +21.9% | -5.6% | +27.6% | +25.9% |
| 6M | +60.1% | +2.8% | +57.3% | +53.7% |
| YTD | +142.3% | +16.6% | +125.7% | +107.2% |
| 1Y | +101.7% | +21.1% | +80.6% | +67.0% |
| 3Y | +184.8% | +61.1% | +123.7% | +79.3% |
| 5Y | +564.6% | +76.6% | +488.0% | +273.1% |
| 10Y | +1,098.3% | +431.3% | +667.0% | +207.9% |
| All | +1,098.3% | +438.4% | +659.9% | +207.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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