+128.7%
MPC vs AMRZ
-17.5%
+146.2%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -1.5% |
| 7D | -16.2% | +1.2% | -17.4% | -15.9% |
| 30D | -15.7% | +15.1% | -30.8% | -14.1% |
| 3M | +24.9% | -18.1% | +43.0% | +23.2% |
| 6M | +52.7% | -23.5% | +76.1% | +50.8% |
| YTD | +131.9% | -21.6% | +153.5% | +126.6% |
| 1Y | +96.6% | -14.7% | +111.4% | +91.2% |
| All | +128.7% | -17.5% | +146.2% | +121.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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