+180.6%
MPC vs AME
+50.7%
+129.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | -0.1% |
| 7D | +5.4% | +0.6% | +4.8% | +5.3% |
| 30D | +31.0% | -6.7% | +37.7% | +33.3% |
| 3M | +46.0% | +4.1% | +42.0% | +44.0% |
| 6M | +77.3% | +1.6% | +75.7% | +75.7% |
| YTD | +141.9% | +16.1% | +125.8% | +126.6% |
| 1Y | +120.9% | +27.3% | +93.6% | +98.1% |
| All | +180.6% | +50.7% | +129.9% | +131.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling