+1,587.5%
AMAT vs MPC
+1,131.7%
+455.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.3% | +4.0% | +4.2% |
| 7D | -1.5% | +5.4% | -6.9% | -3.5% |
| 30D | -14.8% | +31.0% | -45.8% | -23.2% |
| 3M | -9.3% | +46.0% | -55.3% | -21.8% |
| 6M | +27.4% | +77.3% | -49.9% | +0.7% |
| YTD | +77.6% | +141.9% | -64.3% | +23.4% |
| 1Y | +188.9% | +120.9% | +68.0% | +107.5% |
| 3Y | +202.3% | +182.7% | +19.6% | +91.1% |
| 5Y | +248.9% | +646.4% | -397.5% | +44.7% |
| All | +1,587.5% | +1,131.7% | +455.7% | +459.9% |
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 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