+5,710.3%
AMD vs MPC
+1,111.6%
+4,598.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -3.9% | -13.4% | -16.1% |
| 7D | -28.6% | -12.8% | -15.8% | -25.7% |
| 30D | -37.7% | -12.7% | -25.0% | -35.4% |
| 3M | -16.1% | +27.1% | -43.2% | -22.9% |
| 6M | +13.8% | +45.8% | -32.0% | -0.4% |
| YTD | +88.8% | +134.7% | -45.9% | +39.9% |
| 1Y | +57.8% | +106.0% | -48.3% | +21.7% |
| 3Y | +260.3% | +165.5% | +94.8% | +149.2% |
| 5Y | +196.6% | +540.9% | -344.3% | +51.2% |
| All | +5,710.3% | +1,111.6% | +4,598.8% | +3,053.3% |
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