+641.2%
AMAT vs MDB
+906.0%
-264.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.2% |
| 7D | -2.5% | -1.0% | -1.4% | -2.0% |
| 30D | -26.5% | -14.0% | -12.5% | -23.7% |
| 3M | -28.6% | -20.3% | -8.2% | -25.8% |
| 6M | -14.2% | +10.9% | -25.1% | -19.3% |
| YTD | +45.5% | -20.9% | +66.4% | +45.5% |
| 1Y | +59.3% | -11.2% | +70.6% | +54.0% |
| 3Y | +153.1% | -11.9% | +165.0% | +126.3% |
| 5Y | +158.2% | -40.2% | +198.3% | +127.2% |
| All | +641.2% | +906.0% | -264.8% | +219.2% |
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