+126.7%
AMAT vs MDB
-44.1%
+170.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.7% | +1.5% | +3.6% |
| 7D | -14.7% | -11.4% | -3.3% | -12.3% |
| 30D | -36.1% | -13.8% | -22.3% | -33.9% |
| 3M | -36.9% | -15.5% | -21.4% | -35.5% |
| 6M | -22.2% | +17.9% | -40.1% | -28.0% |
| YTD | +29.9% | -25.5% | +55.4% | +31.9% |
| 1Y | +43.3% | -12.1% | +55.3% | +38.9% |
| 3Y | +142.7% | -5.9% | +148.5% | +113.1% |
| All | +126.7% | -44.1% | +170.8% | +104.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling