+3,005.7%
MPC vs AMT
+421.6%
+2,584.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.4% | -3.5% | -3.8% |
| 7D | -12.8% | +4.4% | -17.1% | -14.2% |
| 30D | -12.7% | +17.7% | -30.5% | -18.0% |
| 3M | +27.1% | +16.7% | +10.4% | +19.5% |
| 6M | +45.8% | +11.1% | +34.7% | +38.7% |
| YTD | +134.7% | +13.9% | +120.8% | +119.1% |
| 1Y | +106.0% | +12.5% | +93.5% | +93.2% |
| 3Y | +165.5% | +13.2% | +152.3% | +137.0% |
| 5Y | +540.9% | -17.9% | +558.8% | +542.7% |
| 10Y | +1,133.6% | +122.8% | +1,010.8% | +571.3% |
| All | +3,005.7% | +421.6% | +2,584.0% | +666.6% |
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