+132.8%
AMAT vs MPC
+163.4%
-30.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -3.9% | -9.7% | -12.6% |
| 7D | -24.3% | -12.8% | -11.5% | -21.8% |
| 30D | -39.8% | -12.7% | -27.1% | -38.1% |
| 3M | -40.2% | +27.1% | -67.2% | -44.3% |
| 6M | -22.1% | +45.8% | -67.9% | -30.4% |
| YTD | +24.7% | +134.7% | -110.0% | -6.7% |
| 1Y | +33.3% | +106.0% | -72.8% | +4.6% |
| All | +132.8% | +163.4% | -30.5% | +65.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling