+136,904.1%
AAPL vs MDT
+8,767.7%
+128,136.4%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | -0.2% |
| 7D | +4.1% | +1.0% | +3.1% | +3.8% |
| 30D | +4.0% | +9.2% | -5.2% | +1.0% |
| 3M | +16.8% | +14.5% | +2.3% | +11.7% |
| 6M | +19.4% | +37.3% | -17.9% | +7.4% |
| YTD | +31.5% | +9.8% | +21.7% | +26.5% |
| 1Y | +31.0% | +10.5% | +20.4% | +25.7% |
| 3Y | +95.3% | +57.4% | +37.8% | +66.1% |
| 5Y | +143.4% | +1.2% | +142.2% | +136.3% |
| 10Y | +1,330.5% | +63.2% | +1,267.3% | +1,091.2% |
| All | +136,904.1% | +8,767.7% | +128,136.4% | +34,734.3% |
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 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