+117.1%
AMAT vs MDB
-43.7%
+160.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -7.2% | -6.3% | -12.0% |
| 7D | -24.3% | -20.9% | -3.4% | -20.2% |
| 30D | -39.8% | -15.6% | -24.2% | -37.4% |
| 3M | -40.2% | -19.1% | -21.1% | -38.4% |
| 6M | -22.1% | +14.2% | -36.3% | -27.4% |
| YTD | +24.7% | -27.4% | +52.1% | +27.3% |
| 1Y | +33.3% | -13.0% | +46.3% | +29.4% |
| 3Y | +133.9% | -11.2% | +145.1% | +108.3% |
| 5Y | +117.1% | -45.2% | +162.2% | +88.1% |
| All | +117.1% | -43.7% | +160.7% | +88.1% |
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 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