+472.7%
AMAT vs MP
+257.7%
+215.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.9% | -0.7% | +3.1% |
| 7D | -14.7% | -10.5% | -4.2% | -12.5% |
| 30D | -36.1% | -23.5% | -12.6% | -32.2% |
| 3M | -36.9% | -25.4% | -11.4% | -33.1% |
| 6M | -22.2% | -51.3% | +29.1% | -10.0% |
| YTD | +29.9% | -29.9% | +59.8% | +37.8% |
| 1Y | +43.3% | -31.8% | +75.1% | +51.9% |
| 3Y | +142.7% | +127.0% | +15.7% | +72.0% |
| 5Y | +126.2% | -3.3% | +129.5% | +94.0% |
| All | +472.7% | +257.7% | +215.0% | +324.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 10y: compounded portfolio wealth divided by compounded MP 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…
10y analysis · Full analysis span regression · 6 months rolling