+1,315.3%
AMAT vs MPC
+1,165.8%
+149.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +4.6% | +6.8% | +9.7% |
| 7D | -1.1% | -9.4% | +8.3% | +2.8% |
| 30D | -26.9% | -14.3% | -12.6% | -22.9% |
| 3M | -31.2% | +31.1% | -62.3% | -38.5% |
| 6M | -14.7% | +60.3% | -75.0% | -29.7% |
| YTD | +44.7% | +142.5% | -97.8% | -0.3% |
| 1Y | +62.0% | +104.6% | -42.6% | +19.1% |
| 3Y | +165.0% | +191.7% | -26.8% | +64.5% |
| 5Y | +147.1% | +549.2% | -402.1% | +7.5% |
| 10Y | +1,315.3% | +1,106.2% | +209.0% | +387.4% |
| All | +1,315.3% | +1,165.8% | +149.5% | +387.4% |
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