+117.2%
MPC vs AMT
+13.5%
+103.7%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +4.0% | -12.2% | -7.7% |
| 7D | -10.9% | +6.0% | -17.0% | -10.4% |
| 30D | -9.4% | +20.1% | -29.5% | -7.9% |
| 3M | +26.0% | +12.4% | +13.6% | +27.7% |
| 6M | +56.5% | +9.9% | +46.6% | +58.4% |
| YTD | +144.3% | +14.4% | +129.9% | +143.4% |
| 1Y | +117.2% | +12.4% | +104.8% | +118.4% |
| All | +117.2% | +13.5% | +103.7% | +118.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 1y: compounded portfolio wealth divided by compounded AMT 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…
1y analysis · Full analysis span regression · 6 months rolling