+549.2%
MPC vs AMT
-20.6%
+569.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.1% | +4.5% | +4.6% |
| 7D | -9.4% | +0.4% | -9.8% | -9.4% |
| 30D | -14.3% | +3.7% | -18.0% | -14.5% |
| 3M | +31.1% | +10.7% | +20.4% | +30.1% |
| 6M | +60.3% | +9.3% | +51.0% | +59.1% |
| YTD | +142.5% | +10.9% | +131.6% | +139.7% |
| 1Y | +104.6% | +10.5% | +94.0% | +102.3% |
| 3Y | +191.7% | +15.5% | +176.2% | +178.9% |
| 5Y | +549.2% | -20.6% | +569.8% | +552.2% |
| All | +549.2% | -20.6% | +569.8% | +552.2% |
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