+142.7%
AMAT vs MDB
-9.9%
+152.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.7% | +1.5% | +3.8% |
| 7D | -14.7% | -11.4% | -3.3% | -12.9% |
| 30D | -36.1% | -13.8% | -22.3% | -34.4% |
| 3M | -36.9% | -15.5% | -21.4% | -35.8% |
| 6M | -22.2% | +17.9% | -40.1% | -26.7% |
| YTD | +29.9% | -25.5% | +55.4% | +32.7% |
| 1Y | +43.3% | -12.1% | +55.3% | +40.7% |
| 3Y | +142.7% | -5.9% | +148.5% | +120.3% |
| All | +142.7% | -9.9% | +152.6% | +120.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling