+3,101.0%
MPC vs AMT
+367.8%
+2,733.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.7% |
| 7D | +5.4% | -0.2% | +5.7% | +5.5% |
| 30D | +31.0% | +4.6% | +26.3% | +28.7% |
| 3M | +46.0% | -8.4% | +54.5% | +50.1% |
| 6M | +77.3% | -6.0% | +83.3% | +79.4% |
| YTD | +141.9% | +2.1% | +139.8% | +135.9% |
| 1Y | +120.9% | -6.4% | +127.3% | +122.4% |
| 3Y | +182.7% | +8.1% | +174.6% | +154.7% |
| 5Y | +646.4% | -31.9% | +678.4% | +714.7% |
| 10Y | +1,138.7% | +97.1% | +1,041.6% | +609.2% |
| All | +3,101.0% | +367.8% | +2,733.2% | +725.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling