+337.4%
AMD vs MP
+117.4%
+220.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.1% | +6.1% | +2.1% |
| 7D | -15.5% | -12.5% | -3.0% | -12.9% |
| 30D | -22.6% | -23.3% | +0.7% | -18.1% |
| 3M | -5.7% | -24.4% | +18.6% | -0.2% |
| 6M | +43.1% | -45.8% | +88.9% | +61.1% |
| YTD | +128.2% | -28.9% | +157.2% | +144.4% |
| 1Y | +95.5% | -34.6% | +130.1% | +111.3% |
| All | +337.4% | +117.4% | +220.0% | +255.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling