+1,315.3%
AMAT vs MDY
+180.7%
+1,134.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +3.2% | +8.2% | +7.1% |
| 7D | -1.1% | +0.7% | -1.7% | -1.1% |
| 30D | -26.9% | +1.3% | -28.2% | -27.5% |
| 3M | -31.2% | -4.1% | -27.1% | -26.5% |
| 6M | -14.7% | +1.0% | -15.7% | -13.4% |
| YTD | +44.7% | +13.3% | +31.4% | +28.1% |
| 1Y | +62.0% | +15.7% | +46.2% | +39.7% |
| 3Y | +165.0% | +59.6% | +105.4% | +53.5% |
| 5Y | +147.1% | +36.3% | +110.8% | +80.1% |
| 10Y | +1,315.3% | +173.6% | +1,141.6% | +378.9% |
| All | +1,315.3% | +180.7% | +1,134.5% | +378.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling