+203.0%
AMAT vs MPC
+181.4%
+21.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.3% | +4.0% | +4.2% |
| 7D | -1.5% | +5.4% | -6.9% | -2.8% |
| 30D | -14.8% | +31.0% | -45.8% | -20.6% |
| 3M | -9.3% | +46.0% | -55.3% | -18.0% |
| 6M | +27.4% | +77.3% | -49.9% | +7.6% |
| YTD | +77.6% | +141.9% | -64.3% | +33.6% |
| 1Y | +188.9% | +120.9% | +68.0% | +124.4% |
| All | +203.0% | +181.4% | +21.6% | +112.9% |
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 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