+1,162.1%
AMAT vs MPC
+1,096.9%
+65.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.2% | +5.4% | +4.7% |
| 7D | -14.7% | -16.2% | +1.5% | -9.0% |
| 30D | -36.1% | -15.7% | -20.4% | -32.3% |
| 3M | -36.9% | +24.9% | -61.8% | -42.6% |
| 6M | -22.2% | +52.7% | -74.8% | -34.7% |
| YTD | +29.9% | +131.9% | -101.9% | -9.1% |
| 1Y | +43.3% | +96.6% | -53.4% | +6.8% |
| 3Y | +142.7% | +163.8% | -21.1% | +56.6% |
| 5Y | +126.2% | +533.1% | -406.9% | -0.7% |
| All | +1,162.1% | +1,096.9% | +65.2% | +353.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling