+214.0%
AMAT vs MDY
+51.5%
+162.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -12.8% |
| 3M | -9.3% | +0.8% | -10.0% | -8.7% |
| 6M | +27.4% | +7.4% | +20.0% | +18.4% |
| YTD | +77.6% | +15.2% | +62.4% | +51.5% |
| 1Y | +188.9% | +16.5% | +172.4% | +143.9% |
| All | +214.0% | +51.5% | +162.5% | +104.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling