+601.4%
MPC vs AME
+79.2%
+522.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.6% | +1.9% | +2.3% |
| 7D | +9.4% | +8.1% | +1.3% | +6.4% |
| 30D | -13.4% | -3.8% | -9.7% | -12.4% |
| 3M | +18.9% | -6.6% | +25.5% | +21.5% |
| 6M | +64.9% | +4.6% | +60.3% | +60.8% |
| YTD | +156.8% | +17.9% | +138.9% | +135.0% |
| 1Y | +113.2% | +23.2% | +89.9% | +90.7% |
| 3Y | +201.8% | +62.9% | +138.9% | +130.2% |
| 5Y | +601.4% | +77.5% | +523.8% | +382.1% |
| All | +601.4% | +79.2% | +522.1% | +382.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling