+61.4%
AMAT vs MPC
+122.9%
-61.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -8.1% | +4.8% | -3.6% |
| 7D | -11.2% | -10.9% | -0.3% | -11.6% |
| 30D | -31.9% | -9.4% | -22.5% | -32.1% |
| 3M | -32.3% | +26.0% | -58.3% | -31.4% |
| 6M | -5.4% | +56.5% | -61.9% | -2.4% |
| YTD | +44.3% | +144.3% | -100.0% | +46.1% |
| 1Y | +61.4% | +117.2% | -55.9% | +67.9% |
| All | +61.4% | +122.9% | -61.6% | +67.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 MPC 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