+247.2%
AMAT vs MDB
-28.4%
+275.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -4.1% | +8.4% | +5.2% |
| 7D | -1.5% | -17.4% | +15.9% | +2.4% |
| 30D | -14.8% | -2.0% | -12.8% | -15.2% |
| 3M | -9.3% | -3.0% | -6.3% | -10.0% |
| 6M | +27.4% | +48.7% | -21.3% | +11.8% |
| YTD | +77.6% | -12.1% | +89.7% | +75.1% |
| 1Y | +188.9% | +14.5% | +174.4% | +165.3% |
| 3Y | +202.3% | -6.1% | +208.4% | +168.7% |
| All | +247.2% | -28.4% | +275.6% | +194.7% |
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