+117.1%
AMAT vs MPC
+551.6%
-434.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -3.9% | -9.7% | -12.4% |
| 7D | -24.3% | -12.8% | -11.5% | -21.1% |
| 30D | -39.8% | -12.7% | -27.1% | -37.6% |
| 3M | -40.2% | +27.1% | -67.2% | -45.2% |
| 6M | -22.1% | +45.8% | -67.9% | -32.1% |
| YTD | +24.7% | +134.7% | -110.0% | -10.0% |
| 1Y | +33.3% | +106.0% | -72.8% | +0.9% |
| 3Y | +133.9% | +165.5% | -31.6% | +54.9% |
| 5Y | +117.1% | +540.9% | -423.8% | -11.5% |
| All | +117.1% | +551.6% | -434.5% | -11.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling