+6,351.7%
AMD vs MPC
+1,096.9%
+5,254.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.2% | +12.3% | +11.4% |
| 7D | -11.0% | -16.2% | +5.1% | -6.2% |
| 30D | -30.5% | -15.7% | -14.8% | -27.2% |
| 3M | -8.2% | +24.9% | -33.1% | -15.2% |
| 6M | +6.6% | +52.7% | -46.1% | -7.8% |
| YTD | +109.7% | +131.9% | -22.2% | +55.8% |
| 1Y | +88.9% | +96.6% | -7.7% | +48.1% |
| 3Y | +301.8% | +163.8% | +138.0% | +178.4% |
| 5Y | +229.4% | +533.1% | -303.8% | +68.5% |
| All | +6,351.7% | +1,096.9% | +5,254.8% | +3,412.7% |
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