+169.4%
AMAT vs MLM
+27.5%
+141.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.4% | -5.6% | -4.3% |
| 7D | -11.2% | +9.1% | -20.3% | -14.9% |
| 30D | -31.9% | +14.6% | -46.5% | -36.4% |
| 3M | -32.3% | +0.3% | -32.6% | -32.6% |
| 6M | -5.4% | -7.5% | +2.1% | -2.9% |
| YTD | +44.3% | -10.2% | +54.5% | +49.2% |
| 1Y | +61.4% | -10.5% | +71.9% | +67.1% |
| All | +169.4% | +27.5% | +141.9% | +111.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling