+3,101.0%
MPC vs AME
+812.3%
+2,288.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | -0.8% |
| 7D | +5.4% | +0.6% | +4.8% | +4.9% |
| 30D | +31.0% | -6.7% | +37.7% | +37.5% |
| 3M | +46.0% | +4.1% | +42.0% | +40.3% |
| 6M | +77.3% | +1.6% | +75.7% | +70.4% |
| YTD | +141.9% | +16.1% | +125.8% | +109.1% |
| 1Y | +120.9% | +27.3% | +93.6% | +76.1% |
| 3Y | +182.7% | +50.9% | +131.8% | +90.5% |
| 5Y | +646.4% | +81.4% | +565.1% | +318.2% |
| 10Y | +1,138.7% | +417.0% | +721.8% | +209.5% |
| All | +3,101.0% | +812.3% | +2,288.7% | +399.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling