+43.3%
AMAT vs MPC
+102.0%
-58.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.2% | +5.4% | +4.2% |
| 7D | -14.7% | -16.2% | +1.5% | -15.1% |
| 30D | -36.1% | -15.7% | -20.4% | -36.3% |
| 3M | -36.9% | +24.9% | -61.8% | -36.0% |
| 6M | -22.2% | +52.7% | -74.8% | -19.7% |
| YTD | +29.9% | +131.9% | -101.9% | +29.1% |
| 1Y | +43.3% | +96.6% | -53.4% | +49.4% |
| All | +43.3% | +102.0% | -58.7% | +49.4% |
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 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