+1,106.2%
MPC vs AME
+465.0%
+641.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.2% | +0.4% | +1.6% |
| 7D | -9.4% | -1.5% | -7.9% | -8.4% |
| 30D | -14.3% | -4.2% | -10.2% | -12.1% |
| 3M | +31.1% | -5.9% | +37.0% | +35.7% |
| 6M | +60.3% | +2.8% | +57.4% | +53.9% |
| YTD | +142.5% | +16.6% | +126.0% | +107.4% |
| 1Y | +104.6% | +22.1% | +82.5% | +68.3% |
| 3Y | +191.7% | +64.7% | +127.0% | +80.3% |
| 5Y | +549.2% | +76.6% | +472.6% | +264.5% |
| 10Y | +1,106.2% | +443.9% | +662.3% | +209.7% |
| All | +1,106.2% | +465.0% | +641.2% | +209.7% |
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