+261.9%
AMD vs MDB
-12.3%
+274.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -7.2% | -10.0% | -15.8% |
| 7D | -28.6% | -20.9% | -7.7% | -25.0% |
| 30D | -37.7% | -15.6% | -22.2% | -35.3% |
| 3M | -16.1% | -19.1% | +3.0% | -13.2% |
| 6M | +13.8% | +14.2% | -0.4% | +8.2% |
| YTD | +88.8% | -27.4% | +116.3% | +95.2% |
| 1Y | +57.8% | -13.0% | +70.8% | +55.4% |
| All | +261.9% | -12.3% | +274.1% | +222.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling