+109.8%
AAPL vs MDT
-20.5%
+130.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.3% | -0.1% |
| 7D | -3.0% | -0.3% | -2.6% | -2.9% |
| 30D | +2.3% | +2.8% | -0.5% | +1.2% |
| 3M | +8.6% | +13.1% | -4.5% | +3.5% |
| 6M | +21.6% | +2.3% | +19.2% | +20.3% |
| YTD | +16.3% | -2.7% | +19.0% | +17.0% |
| 1Y | +35.1% | +0.9% | +34.2% | +33.4% |
| 3Y | +79.4% | +26.8% | +52.5% | +58.1% |
| 5Y | +109.8% | -19.5% | +129.3% | +123.3% |
| All | +109.8% | -20.5% | +130.3% | +123.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 5y: compounded portfolio wealth divided by compounded MDT 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…
5y analysis · Full analysis span regression · 6 months rolling