+117.1%
AMAT vs MLM
+30.6%
+86.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -5.2% | -8.4% | -10.3% |
| 7D | -24.3% | -1.2% | -23.1% | -23.6% |
| 30D | -39.8% | +7.9% | -47.7% | -42.8% |
| 3M | -40.2% | -4.5% | -35.7% | -38.7% |
| 6M | -22.1% | -12.6% | -9.5% | -16.7% |
| YTD | +24.7% | -14.9% | +39.5% | +34.6% |
| 1Y | +33.3% | -13.1% | +46.3% | +41.6% |
| 3Y | +133.9% | +21.2% | +112.6% | +84.7% |
| 5Y | +117.1% | +32.0% | +85.1% | +55.1% |
| All | +117.1% | +30.6% | +86.4% | +55.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling