+247.2%
AMAT vs MTB
+101.8%
+145.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.1% | +4.4% | +4.4% |
| 7D | -1.5% | +1.7% | -3.2% | -2.2% |
| 30D | -14.8% | -4.2% | -10.6% | -13.3% |
| 3M | -9.3% | +8.9% | -18.1% | -12.8% |
| 6M | +27.4% | +10.9% | +16.5% | +21.5% |
| YTD | +77.6% | +21.5% | +56.1% | +62.7% |
| 1Y | +188.9% | +21.9% | +167.0% | +163.8% |
| 3Y | +202.3% | +109.2% | +93.0% | +119.7% |
| All | +247.2% | +101.8% | +145.4% | +165.6% |
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