+196.6%
AMD vs MP
-13.9%
+210.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -6.0% | -11.2% | -15.5% |
| 7D | -28.6% | -19.0% | -9.6% | -23.8% |
| 30D | -37.7% | -30.5% | -7.3% | -30.6% |
| 3M | -16.1% | -29.6% | +13.5% | -7.2% |
| 6M | +13.8% | -50.4% | +64.3% | +38.5% |
| YTD | +88.8% | -33.2% | +122.0% | +109.1% |
| 1Y | +57.8% | -38.6% | +96.3% | +77.2% |
| 3Y | +260.3% | +105.5% | +154.8% | +124.2% |
| 5Y | +196.6% | -7.8% | +204.5% | +142.3% |
| All | +196.6% | -13.9% | +210.5% | +142.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling