+188.9%
AMAT vs MLM
-15.9%
+204.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.1% | +3.2% | +4.0% |
| 7D | -1.5% | -2.9% | +1.4% | -0.8% |
| 30D | -14.8% | -6.8% | -8.0% | -13.3% |
| 3M | -9.3% | -11.2% | +2.0% | -7.3% |
| 6M | +27.4% | -21.8% | +49.2% | +37.7% |
| YTD | +77.6% | -17.0% | +94.5% | +83.3% |
| 1Y | +188.9% | -16.4% | +205.3% | +192.6% |
| All | +188.9% | -15.9% | +204.8% | +192.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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