+66.0%
AMAT vs MDY
+13.9%
+52.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.2% | -2.4% | -0.7% |
| 7D | +19.3% | +3.0% | +16.3% | +11.6% |
| 30D | -17.9% | +0.8% | -18.8% | -18.3% |
| 3M | -30.4% | -5.1% | -25.3% | -20.1% |
| 6M | -11.4% | +1.2% | -12.6% | -9.4% |
| YTD | +48.8% | +12.5% | +36.3% | +28.5% |
| 1Y | +66.0% | +13.8% | +52.3% | +42.1% |
| All | +66.0% | +13.9% | +52.1% | +42.1% |
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