+1,098.3%
MPC vs AMT
+125.6%
+972.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.3% |
| 7D | -8.8% | +1.6% | -10.5% | -9.3% |
| 30D | -14.4% | +4.5% | -18.9% | -15.5% |
| 3M | +21.9% | +13.8% | +8.2% | +17.5% |
| 6M | +60.1% | +10.0% | +50.1% | +55.0% |
| YTD | +142.3% | +11.8% | +130.6% | +131.7% |
| 1Y | +101.7% | +10.2% | +91.5% | +93.6% |
| 3Y | +184.8% | +15.1% | +169.6% | +159.0% |
| 5Y | +564.6% | -18.8% | +583.4% | +575.4% |
| 10Y | +1,098.3% | +133.7% | +964.6% | +840.7% |
| All | +1,098.3% | +125.6% | +972.8% | +840.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling