+57.8%
AMD vs MPC
+107.6%
-49.8%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -3.9% | -13.4% | -17.6% |
| 7D | -28.6% | -12.8% | -15.8% | -29.7% |
| 30D | -37.7% | -12.7% | -25.0% | -38.6% |
| 3M | -16.1% | +27.1% | -43.2% | -13.7% |
| 6M | +13.8% | +45.8% | -32.0% | +21.4% |
| YTD | +88.8% | +134.7% | -45.9% | +104.8% |
| 1Y | +57.8% | +106.0% | -48.3% | +70.5% |
| All | +57.8% | +107.6% | -49.8% | +70.5% |
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