+182.2%
AMAT vs MTB
+23.8%
+158.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.1% | +4.4% | +4.3% |
| 7D | -1.5% | +1.7% | -3.2% | -2.2% |
| 30D | -14.8% | -4.2% | -10.6% | -13.4% |
| 3M | -9.3% | +8.9% | -18.1% | -13.2% |
| 6M | +27.4% | +10.9% | +16.5% | +19.8% |
| YTD | +77.6% | +21.5% | +56.1% | +60.8% |
| All | +182.2% | +23.8% | +158.4% | +148.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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