+1,425.2%
AMAT vs MDY
+173.8%
+1,251.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.8% | +5.3% | +5.0% |
| 7D | +7.0% | +0.2% | +6.8% | +7.6% |
| 30D | -20.6% | +2.1% | -22.7% | -22.0% |
| 3M | -24.8% | -3.6% | -21.1% | -20.1% |
| 6M | -10.7% | +1.7% | -12.4% | -10.1% |
| YTD | +54.3% | +13.8% | +40.5% | +35.8% |
| 1Y | +73.7% | +15.5% | +58.2% | +50.2% |
| 3Y | +168.4% | +58.3% | +110.1% | +57.0% |
| 5Y | +167.6% | +37.4% | +130.1% | +93.0% |
| 10Y | +1,425.2% | +171.0% | +1,254.2% | +418.6% |
| All | +1,425.2% | +173.8% | +1,251.4% | +418.6% |
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