+132.8%
AMD vs MDB
-9.5%
+142.2%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.8% | +5.5% | +7.0% |
| 7D | +13.1% | +3.0% | +10.2% | +12.8% |
| 30D | -7.0% | -11.3% | +4.4% | -5.6% |
| 3M | +16.6% | -23.0% | +39.6% | +19.0% |
| 6M | +20.5% | +14.8% | +5.8% | +20.1% |
| YTD | +158.2% | -19.4% | +177.6% | +161.8% |
| 1Y | +132.8% | -9.0% | +141.7% | +135.2% |
| All | +132.8% | -9.5% | +142.2% | +135.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 1y: compounded portfolio wealth divided by compounded MDB 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…
1y analysis · Full analysis span regression · 6 months rolling