+167.6%
AMAT vs MTB
+65.0%
+102.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.2% | +6.2% | +6.1% |
| 7D | +7.0% | -2.0% | +8.9% | +8.1% |
| 30D | -20.6% | +0.1% | -20.7% | -20.6% |
| 3M | -24.8% | -12.1% | -12.6% | -20.5% |
| 6M | -10.7% | +7.3% | -18.0% | -13.9% |
| YTD | +54.3% | +11.5% | +42.8% | +46.2% |
| 1Y | +73.7% | +21.3% | +52.5% | +58.8% |
| 3Y | +168.4% | +104.1% | +64.3% | +95.3% |
| 5Y | +167.6% | +61.8% | +105.7% | +115.0% |
| All | +167.6% | +65.0% | +102.6% | +115.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling