+66.9%
AMAT vs MPC
+113.7%
-46.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.2% | -2.8% |
| 7D | +11.4% | +11.2% | +0.1% | +10.8% |
| 30D | -17.0% | -14.5% | -2.6% | -18.2% |
| 3M | -30.6% | +16.7% | -47.3% | -30.6% |
| 6M | -14.9% | +67.6% | -82.5% | -12.6% |
| YTD | +44.7% | +157.9% | -113.2% | +42.4% |
| 1Y | +66.9% | +116.7% | -49.8% | +76.3% |
| All | +66.9% | +113.7% | -46.9% | +76.3% |
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