+126.7%
AMAT vs MTB
+63.3%
+63.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.9% | +5.1% | +4.6% |
| 7D | -14.7% | -1.3% | -13.4% | -14.2% |
| 30D | -36.1% | +0.5% | -36.6% | -36.2% |
| 3M | -36.9% | -12.4% | -24.5% | -33.2% |
| 6M | -22.2% | +1.5% | -23.7% | -23.1% |
| YTD | +29.9% | +10.3% | +19.6% | +23.7% |
| 1Y | +43.3% | +22.2% | +21.1% | +30.4% |
| 3Y | +142.7% | +96.9% | +45.7% | +79.3% |
| All | +126.7% | +63.3% | +63.4% | +83.3% |
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