-5.4%
AMAT vs MP
-48.0%
+42.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -5.1% | +1.8% | -0.8% |
| 7D | -11.2% | -12.5% | +1.3% | -5.1% |
| 30D | -31.9% | -23.3% | -8.5% | -22.7% |
| 3M | -32.3% | -24.4% | -8.0% | -25.8% |
| 6M | -5.4% | -45.8% | +40.4% | +21.4% |
| All | -5.4% | -48.0% | +42.6% | +21.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling