+288.8%
KLAC vs MDB
-5.6%
+294.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.5% | +5.3% | +2.4% |
| 7D | +10.6% | -18.0% | +28.6% | +14.2% |
| 30D | -4.5% | -10.7% | +6.2% | -3.2% |
| 3M | -10.3% | +1.0% | -11.2% | -11.6% |
| 6M | +40.9% | +31.6% | +9.3% | +29.3% |
| YTD | +56.1% | -15.2% | +71.3% | +56.4% |
| 1Y | +109.0% | +10.1% | +98.9% | +96.1% |
| 3Y | +288.8% | -5.6% | +294.5% | +252.6% |
| All | +288.8% | -5.6% | +294.5% | +252.6% |
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 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