+43.3%
AMAT vs MP
-37.2%
+80.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.9% | -0.7% | +2.4% |
| 7D | -14.7% | -10.5% | -4.2% | -11.2% |
| 30D | -36.1% | -23.5% | -12.6% | -29.9% |
| 3M | -36.9% | -25.4% | -11.4% | -31.3% |
| 6M | -22.2% | -51.3% | +29.1% | -5.3% |
| YTD | +29.9% | -29.9% | +59.8% | +40.8% |
| 1Y | +43.3% | -31.8% | +75.1% | +55.1% |
| All | +43.3% | -37.2% | +80.5% | +55.1% |
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