+89.5%
AMAT vs MDLN
-2.7%
+92.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -1.0% |
| 7D | +6.9% | -6.2% | +13.1% | +6.4% |
| 30D | -10.1% | +0.7% | -10.8% | -10.1% |
| 3M | -6.0% | -5.4% | -0.5% | -6.4% |
| 6M | +38.6% | -21.6% | +60.2% | +37.0% |
| YTD | +83.1% | -18.9% | +102.0% | +86.8% |
| All | +89.5% | -2.7% | +92.2% | +95.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 10y: compounded portfolio wealth divided by compounded MDLN 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…
10y analysis · Full analysis span regression · 6 months rolling