+7,765.4%
AMD vs MPC
+1,171.2%
+6,594.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +0.4% | -9.2% | -8.9% |
| 7D | +18.9% | +11.2% | +7.7% | +15.4% |
| 30D | -6.4% | -14.5% | +8.1% | -2.1% |
| 3M | +10.6% | +16.7% | -6.1% | +4.8% |
| 6M | +19.9% | +67.6% | -47.7% | +1.0% |
| YTD | +149.4% | +157.9% | -8.6% | +79.6% |
| 1Y | +115.4% | +116.7% | -1.3% | +64.3% |
| 3Y | +357.3% | +199.8% | +157.5% | +204.9% |
| 5Y | +261.1% | +604.4% | -343.3% | +78.7% |
| All | +7,765.4% | +1,171.2% | +6,594.2% | +3,938.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling