+11,795.3%
AMAT vs MDY
+2,534.4%
+9,260.9%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.6% | +3.6% | +3.4% |
| 7D | -14.7% | -1.7% | -13.1% | -12.4% |
| 30D | -36.1% | -0.9% | -35.2% | -34.9% |
| 3M | -36.9% | -5.7% | -31.1% | -31.3% |
| 6M | -22.2% | -2.9% | -19.3% | -17.0% |
| YTD | +29.9% | +9.8% | +20.1% | +19.6% |
| 1Y | +43.3% | +13.5% | +29.8% | +26.6% |
| 3Y | +142.7% | +51.9% | +90.7% | +49.8% |
| 5Y | +126.2% | +32.0% | +94.2% | +72.5% |
| 10Y | +1,211.7% | +176.5% | +1,035.3% | +305.1% |
| All | +11,795.3% | +2,534.4% | +9,260.9% | +14.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling