+193.4%
AMAT vs MDY
+15.1%
+178.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.7% | +4.6% | +5.5% |
| 7D | +7.0% | +1.0% | +6.0% | +4.4% |
| 30D | -12.2% | -3.1% | -9.1% | -5.7% |
| 3M | -3.8% | +1.8% | -5.7% | -5.5% |
| 6M | +45.9% | +10.8% | +35.1% | +24.7% |
| YTD | +84.6% | +14.4% | +70.2% | +51.0% |
| 1Y | +193.4% | +15.2% | +178.2% | +142.7% |
| All | +193.4% | +15.1% | +178.2% | +142.7% |
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