+642.2%
MPC vs AMT
-31.6%
+673.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.4% |
| 7D | +5.4% | -0.2% | +5.7% | +5.5% |
| 30D | +31.0% | +4.6% | +26.3% | +30.5% |
| 3M | +46.0% | -8.4% | +54.5% | +47.0% |
| 6M | +77.3% | -6.0% | +83.3% | +78.0% |
| YTD | +141.9% | +2.1% | +139.8% | +140.5% |
| 1Y | +120.9% | -6.4% | +127.3% | +121.6% |
| 3Y | +182.7% | +8.1% | +174.6% | +171.0% |
| All | +642.2% | -31.6% | +673.8% | +641.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling