+331.1%
AMD vs MDB
-5.3%
+336.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -4.1% | +8.8% | +5.5% |
| 7D | +2.6% | -17.4% | +20.0% | +6.1% |
| 30D | -0.9% | -2.0% | +1.1% | -1.3% |
| 3M | -8.7% | -3.0% | -5.7% | -9.2% |
| 6M | +136.3% | +48.7% | +87.7% | +110.2% |
| YTD | +123.0% | -12.1% | +135.1% | +121.7% |
| 1Y | +195.2% | +14.5% | +180.7% | +173.0% |
| All | +331.1% | -5.3% | +336.4% | +286.2% |
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 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