+1,079.5%
MPC vs AMT
+113.8%
+965.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.5% | -0.6% |
| 7D | -16.2% | +0.5% | -16.7% | -16.4% |
| 30D | -15.7% | +13.6% | -29.3% | -18.6% |
| 3M | +24.9% | +11.5% | +13.4% | +21.0% |
| 6M | +52.7% | +6.9% | +45.7% | +48.9% |
| YTD | +131.9% | +10.8% | +121.0% | +122.4% |
| 1Y | +96.6% | +10.3% | +86.3% | +88.9% |
| 3Y | +163.8% | +12.4% | +151.4% | +142.4% |
| 5Y | +533.1% | -20.1% | +553.2% | +546.6% |
| All | +1,079.5% | +113.8% | +965.7% | +914.1% |
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