+61.4%
AMAT vs MP
-35.7%
+97.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -5.1% | +1.8% | -1.5% |
| 7D | -11.2% | -12.5% | +1.3% | -6.9% |
| 30D | -31.9% | -23.3% | -8.5% | -25.6% |
| 3M | -32.3% | -24.4% | -8.0% | -26.9% |
| 6M | -5.4% | -45.8% | +40.4% | +12.0% |
| YTD | +44.3% | -28.9% | +73.2% | +54.9% |
| 1Y | +61.4% | -34.6% | +96.0% | +75.1% |
| All | +61.4% | -35.7% | +97.0% | +75.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling