+792.6%
AMD vs MP
+262.7%
+529.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.1% | +6.1% | +2.2% |
| 7D | -15.5% | -12.5% | -3.0% | -12.7% |
| 30D | -22.6% | -23.3% | +0.7% | -17.6% |
| 3M | -5.7% | -24.4% | +18.6% | +0.4% |
| 6M | +43.1% | -45.8% | +88.9% | +64.3% |
| YTD | +128.2% | -28.9% | +157.2% | +144.5% |
| 1Y | +95.5% | -34.6% | +130.1% | +111.9% |
| 3Y | +335.4% | +118.7% | +216.7% | +213.3% |
| 5Y | +255.5% | -3.1% | +258.5% | +211.8% |
| All | +792.6% | +262.7% | +529.9% | +616.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 10y: compounded portfolio wealth divided by compounded MP 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…
10y analysis · Full analysis span regression · 6 months rolling