+147.1%
AMAT vs MDY
+34.6%
+112.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.6% |
| 7D | +11.4% | +2.3% | +9.1% | +8.1% |
| 30D | -17.0% | +2.0% | -19.0% | -18.5% |
| 3M | -30.6% | -5.6% | -25.0% | -23.5% |
| 6M | -14.9% | +1.3% | -16.2% | -13.8% |
| YTD | +44.7% | +12.3% | +32.4% | +28.7% |
| 1Y | +66.9% | +15.8% | +51.1% | +42.7% |
| 3Y | +153.3% | +56.5% | +96.8% | +44.5% |
| All | +147.1% | +34.6% | +112.5% | +73.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling