+404.3%
AMKR vs MDB
+1,032.9%
-628.6%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +4.3% | -7.9% | -4.6% |
| 7D | +5.5% | -2.8% | +8.3% | +6.1% |
| 30D | -8.6% | -14.9% | +6.3% | -5.6% |
| 3M | -28.7% | +7.3% | -36.1% | -31.2% |
| 6M | +13.3% | +38.2% | -24.9% | +0.3% |
| YTD | +26.1% | -10.9% | +37.0% | +23.9% |
| 1Y | +101.2% | +11.6% | +89.5% | +85.8% |
| 3Y | +127.7% | -0.9% | +128.6% | +99.0% |
| 5Y | +90.9% | -23.5% | +114.4% | +59.5% |
| All | +404.3% | +1,032.9% | -628.6% | +75.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling