+331.1%
AMD vs MPC
+181.4%
+149.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.3% | +4.4% | +4.6% |
| 7D | +2.6% | +5.4% | -2.9% | +1.4% |
| 30D | -0.9% | +31.0% | -31.9% | -6.8% |
| 3M | -8.7% | +46.0% | -54.7% | -16.0% |
| 6M | +136.3% | +77.3% | +59.0% | +103.8% |
| YTD | +123.0% | +141.9% | -18.9% | +72.9% |
| 1Y | +195.2% | +120.9% | +74.3% | +135.3% |
| All | +331.1% | +181.4% | +149.7% | +210.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling