+34.5%
AMAT vs MDLN
+13.3%
+21.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.3% | +4.5% | +4.2% |
| 7D | -14.7% | +23.4% | -38.1% | -13.1% |
| 30D | -36.1% | +11.8% | -47.9% | -35.2% |
| 3M | -36.9% | +14.9% | -51.7% | -35.9% |
| 6M | -22.2% | -5.6% | -16.6% | -21.6% |
| YTD | +29.9% | -5.6% | +35.5% | +34.7% |
| All | +34.5% | +13.3% | +21.2% | +40.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling