+117.1%
AMAT vs MP
-13.9%
+131.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -6.0% | -7.5% | -12.1% |
| 7D | -24.3% | -19.0% | -5.3% | -20.1% |
| 30D | -39.8% | -30.5% | -9.3% | -34.2% |
| 3M | -40.2% | -29.6% | -10.6% | -35.3% |
| 6M | -22.1% | -50.4% | +28.3% | -8.8% |
| YTD | +24.7% | -33.2% | +57.9% | +34.5% |
| 1Y | +33.3% | -38.6% | +71.8% | +45.5% |
| 3Y | +133.9% | +105.5% | +28.4% | +54.2% |
| 5Y | +117.1% | -7.8% | +124.9% | +88.3% |
| All | +117.1% | -13.9% | +131.0% | +88.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling