+153.1%
AMAT vs MTB
+105.4%
+47.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +1.0% |
| 7D | -2.5% | -0.7% | -1.8% | -2.0% |
| 30D | -26.5% | +1.4% | -28.0% | -26.9% |
| 3M | -28.6% | -11.6% | -17.0% | -24.4% |
| 6M | -14.2% | +5.4% | -19.6% | -17.0% |
| YTD | +45.5% | +11.7% | +33.7% | +36.7% |
| 1Y | +59.3% | +20.5% | +38.8% | +44.5% |
| 3Y | +153.1% | +104.5% | +48.6% | +87.7% |
| All | +153.1% | +105.4% | +47.7% | +87.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling