Your antenna is probably not resonant to MF broadcasts, which are in the hundreds of kilohertz range. For AM receive antennas, a small receive loop (which you can find cheap on Amazon) or a ferrite rod wrapped with enamal-coated wire (speaker wire will do). I suggest you use a proper AM antenna instead of building your own, as the latter may have issues receiving unless you are quite close to a broadcast station.
If you are close to a broadcast station, there's a cooler project I suggest you attempt instead: building a crystal radio. Those don't require a battery, instead harvesting energy from the airwaves to power itself. In the circuit you provided, the transistor serves the purpose of amplifying the received signal using your battery power, but makes things a bit more complex.
If you decide to get a receive loop, it will probably have a small plug connector. You can hook up the tip to the coupling capacitor, and the other end to ground.