+1,079.5%
MPC vs AME
+442.8%
+636.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.5% | -3.8% | -3.0% |
| 7D | -16.2% | -5.2% | -11.0% | -13.0% |
| 30D | -15.7% | -8.0% | -7.7% | -11.0% |
| 3M | +24.9% | -8.9% | +33.8% | +32.1% |
| 6M | +52.7% | -5.0% | +57.6% | +55.1% |
| YTD | +131.9% | +11.9% | +120.0% | +104.1% |
| 1Y | +96.6% | +16.6% | +80.0% | +67.1% |
| 3Y | +163.8% | +62.5% | +101.3% | +63.7% |
| 5Y | +533.1% | +67.6% | +465.5% | +269.7% |
| All | +1,079.5% | +442.8% | +636.7% | +204.2% |
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