+88.9%
AMD vs MPC
+102.0%
-13.1%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.2% | +12.3% | +10.9% |
| 7D | -11.0% | -16.2% | +5.1% | -12.7% |
| 30D | -30.5% | -15.7% | -14.8% | -31.6% |
| 3M | -8.2% | +24.9% | -33.1% | -6.3% |
| 6M | +6.6% | +52.7% | -46.1% | +13.2% |
| YTD | +109.7% | +131.9% | -22.2% | +114.7% |
| 1Y | +88.9% | +96.6% | -7.7% | +103.2% |
| All | +88.9% | +102.0% | -13.1% | +103.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling