+122,851.5%
AAPL vs MDT
+7,952.5%
+114,899.0%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.7% | -2.9% |
| 7D | +0.1% | +3.2% | -3.1% | -0.9% |
| 30D | +3.0% | +9.5% | -6.5% | 0.0% |
| 3M | +2.9% | +16.0% | -13.1% | -2.0% |
| 6M | +22.1% | +0.2% | +21.9% | +21.4% |
| YTD | +18.0% | -0.3% | +18.3% | +17.3% |
| 1Y | +33.9% | +4.7% | +29.2% | +30.8% |
| 3Y | +71.2% | +26.5% | +44.6% | +56.1% |
| 5Y | +112.6% | -18.2% | +130.8% | +120.7% |
| 10Y | +1,198.8% | +40.0% | +1,158.8% | +1,034.1% |
| All | +122,851.5% | +7,952.5% | +114,899.0% | +32,179.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling