+637.2%
AMAT vs MDB
+912.7%
-275.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.6% | -1.1% | -2.4% |
| 7D | +11.4% | +6.8% | +4.5% | +9.8% |
| 30D | -17.0% | -6.2% | -10.8% | -15.6% |
| 3M | -30.6% | -29.2% | -1.4% | -25.8% |
| 6M | -14.9% | +10.3% | -25.2% | -19.8% |
| YTD | +44.7% | -20.4% | +65.1% | +44.5% |
| 1Y | +66.9% | -4.8% | +71.7% | +58.6% |
| 3Y | +153.3% | -11.6% | +164.9% | +126.3% |
| 5Y | +146.2% | -41.0% | +187.3% | +117.7% |
| All | +637.2% | +912.7% | -275.6% | +217.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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