+1,591.4%
AMAT vs MDY
+173.0%
+1,418.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.2% | +4.1% |
| 7D | -1.5% | +0.1% | -1.6% | -1.7% |
| 30D | -14.8% | -1.5% | -13.3% | -13.0% |
| 3M | -9.3% | +0.8% | -10.0% | -8.7% |
| 6M | +27.4% | +7.4% | +20.0% | +19.0% |
| YTD | +77.6% | +15.2% | +62.4% | +52.3% |
| 1Y | +188.9% | +16.5% | +172.4% | +145.2% |
| 3Y | +202.3% | +46.8% | +155.5% | +92.6% |
| 5Y | +248.9% | +46.0% | +202.9% | +131.2% |
| All | +1,591.4% | +173.0% | +1,418.5% | +477.6% |
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