+1,772.4%
KLAC vs MDB
+1,032.9%
+739.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +4.3% | -7.5% | -4.2% |
| 7D | +2.5% | -2.8% | +5.2% | +2.9% |
| 30D | -11.5% | -14.9% | +3.3% | -8.8% |
| 3M | -16.9% | +7.3% | -24.3% | -19.8% |
| 6M | +22.2% | +38.2% | -15.9% | +8.6% |
| YTD | +46.4% | -10.9% | +57.3% | +43.2% |
| 1Y | +91.0% | +11.6% | +79.4% | +75.3% |
| 3Y | +264.6% | -0.9% | +265.5% | +217.3% |
| 5Y | +430.6% | -23.5% | +454.1% | +341.7% |
| All | +1,772.4% | +1,032.9% | +739.5% | +718.6% |
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