+116.7%
MPC vs AMT
+9.0%
+107.7%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.5% | +0.5% |
| 7D | +11.2% | +1.5% | +9.7% | +11.4% |
| 30D | -14.5% | +6.8% | -21.3% | -13.8% |
| 3M | +16.7% | +11.2% | +5.5% | +18.2% |
| 6M | +67.6% | +12.5% | +55.1% | +70.3% |
| YTD | +157.9% | +12.5% | +145.4% | +156.7% |
| 1Y | +116.7% | +10.1% | +106.6% | +117.5% |
| All | +116.7% | +9.0% | +107.7% | +117.5% |
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