+3,215.7%
MPC vs AME
+821.2%
+2,394.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.6% | +2.8% | +3.0% |
| 7D | +2.6% | +1.1% | +1.5% | +1.7% |
| 30D | -12.2% | -4.1% | -8.1% | -9.9% |
| 3M | +20.1% | -6.3% | +26.4% | +24.7% |
| 6M | +60.6% | +3.5% | +57.1% | +53.3% |
| YTD | +150.6% | +17.3% | +133.3% | +113.4% |
| 1Y | +104.7% | +22.0% | +82.6% | +68.5% |
| 3Y | +194.5% | +62.0% | +132.5% | +86.6% |
| 5Y | +582.3% | +78.5% | +503.8% | +286.7% |
| 10Y | +1,135.3% | +441.6% | +693.6% | +195.6% |
| All | +3,215.7% | +821.2% | +2,394.6% | +410.0% |
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