-40.2%
AMAT vs MTB
-13.0%
-27.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -2.2% | -11.4% | -12.9% |
| 7D | -24.3% | -1.9% | -22.4% | -23.6% |
| 30D | -39.8% | +0.5% | -40.3% | -39.1% |
| 3M | -40.2% | -12.2% | -28.0% | -37.2% |
| All | -40.2% | -13.0% | -27.2% | -37.2% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling