+27.4%
AMAT vs MDB
+44.2%
-16.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -4.1% | +8.4% | +4.1% |
| 7D | -1.5% | -17.4% | +15.9% | -2.4% |
| 30D | -14.8% | -2.0% | -12.8% | -14.6% |
| 3M | -9.3% | -3.0% | -6.3% | -8.0% |
| 6M | +27.4% | +48.7% | -21.3% | +37.3% |
| All | +27.4% | +44.2% | -16.8% | +37.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling