+3,005.7%
MPC vs AME
+757.0%
+2,248.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -5.9% | +2.0% | +0.4% |
| 7D | -12.8% | -11.4% | -1.3% | -4.9% |
| 30D | -12.7% | -12.1% | -0.6% | -4.6% |
| 3M | +27.1% | -12.3% | +39.4% | +38.5% |
| 6M | +45.8% | -4.6% | +50.4% | +47.5% |
| YTD | +134.7% | +9.1% | +125.6% | +110.7% |
| 1Y | +106.0% | +13.3% | +92.8% | +79.1% |
| 3Y | +165.5% | +58.2% | +107.3% | +70.3% |
| 5Y | +540.9% | +63.4% | +477.5% | +288.1% |
| 10Y | +1,133.6% | +436.7% | +696.9% | +196.5% |
| All | +3,005.7% | +757.0% | +2,248.7% | +403.5% |
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 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