+163.8%
MPC vs AME
+62.2%
+101.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.5% | -3.8% | -1.9% |
| 7D | -16.2% | -5.2% | -11.0% | -14.9% |
| 30D | -15.7% | -8.0% | -7.7% | -14.0% |
| 3M | +24.9% | -8.9% | +33.8% | +27.7% |
| 6M | +52.7% | -5.0% | +57.6% | +54.1% |
| YTD | +131.9% | +11.9% | +120.0% | +118.2% |
| 1Y | +96.6% | +16.6% | +80.0% | +81.5% |
| 3Y | +163.8% | +62.5% | +101.3% | +109.9% |
| All | +163.8% | +62.2% | +101.6% | +109.9% |
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 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