+188.9%
AMAT vs MDY
+17.9%
+171.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.2% | +4.0% |
| 7D | -1.5% | +0.1% | -1.6% | -1.8% |
| 30D | -14.8% | -1.5% | -13.3% | -11.8% |
| 3M | -9.3% | +0.8% | -10.0% | -8.8% |
| 6M | +27.4% | +7.4% | +20.0% | +15.0% |
| YTD | +77.6% | +15.2% | +62.4% | +43.1% |
| 1Y | +188.9% | +16.5% | +172.4% | +133.0% |
| All | +188.9% | +17.9% | +171.0% | +133.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 1y: compounded portfolio wealth divided by compounded MDY 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…
1y analysis · Full analysis span regression · 6 months rolling