+96.6%
MPC vs AMT
+9.8%
+86.8%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.5% | -1.5% |
| 7D | -16.2% | +0.5% | -16.7% | -16.1% |
| 30D | -15.7% | +13.6% | -29.3% | -14.7% |
| 3M | +24.9% | +11.5% | +13.4% | +26.3% |
| 6M | +52.7% | +6.9% | +45.7% | +54.0% |
| YTD | +131.9% | +10.8% | +121.0% | +129.7% |
| 1Y | +96.6% | +10.3% | +86.3% | +94.8% |
| All | +96.6% | +9.8% | +86.8% | +94.8% |
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