+804.7%
AMAT vs MDB
+1,017.4%
-212.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -4.1% | +8.4% | +5.3% |
| 7D | -1.5% | -17.4% | +15.9% | +2.6% |
| 30D | -14.8% | -2.0% | -12.8% | -15.2% |
| 3M | -9.3% | -3.0% | -6.3% | -10.1% |
| 6M | +27.4% | +48.7% | -21.3% | +11.4% |
| YTD | +77.6% | -12.1% | +89.7% | +74.5% |
| 1Y | +188.9% | +14.5% | +174.4% | +164.4% |
| 3Y | +202.3% | -6.1% | +208.4% | +167.4% |
| 5Y | +248.9% | -27.3% | +276.2% | +194.4% |
| All | +804.7% | +1,017.4% | -212.7% | +283.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling