+1,135.3%
MPC vs AMT
+134.0%
+1,001.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.1% | +3.5% | +3.4% |
| 7D | +2.6% | -2.4% | +5.0% | +3.2% |
| 30D | -12.2% | +4.2% | -16.4% | -13.3% |
| 3M | +20.1% | +13.4% | +6.7% | +15.7% |
| 6M | +60.6% | +9.4% | +51.2% | +55.7% |
| YTD | +150.6% | +11.7% | +138.9% | +139.7% |
| 1Y | +104.7% | +7.1% | +97.5% | +98.1% |
| 3Y | +194.5% | +15.1% | +179.4% | +167.9% |
| 5Y | +582.3% | -17.9% | +600.2% | +589.5% |
| 10Y | +1,135.3% | +133.5% | +1,001.7% | +868.7% |
| All | +1,135.3% | +134.0% | +1,001.3% | +868.7% |
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