+184.8%
MPC vs AME
+63.2%
+121.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -8.8% | -4.1% | -4.7% | -7.8% |
| 30D | -14.4% | -4.1% | -10.3% | -13.5% |
| 3M | +21.9% | -5.6% | +27.6% | +23.6% |
| 6M | +60.1% | +2.8% | +57.3% | +57.9% |
| YTD | +142.3% | +16.6% | +125.7% | +125.4% |
| 1Y | +101.7% | +21.1% | +80.6% | +84.3% |
| 3Y | +184.8% | +61.1% | +123.7% | +124.5% |
| All | +184.8% | +63.2% | +121.5% | +124.5% |
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