+772.1%
AMD vs MP
+450.8%
+321.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.4% | +3.3% | +4.4% |
| 7D | +2.6% | -2.9% | +5.4% | +3.3% |
| 30D | -0.9% | +13.8% | -14.7% | -4.1% |
| 3M | -8.7% | -16.7% | +8.0% | -5.1% |
| 6M | +136.3% | -11.5% | +147.8% | +140.4% |
| YTD | +123.0% | +7.9% | +115.1% | +116.6% |
| 1Y | +195.2% | -15.0% | +210.2% | +193.6% |
| 3Y | +336.3% | +153.5% | +182.8% | +203.9% |
| 5Y | +334.5% | +58.7% | +275.8% | +242.7% |
| All | +772.1% | +450.8% | +321.3% | +534.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling