+61.4%
AMAT vs MDT
+20.2%
+41.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +6.1% | -9.4% | 0.0% |
| 7D | -11.2% | +10.7% | -21.9% | -6.0% |
| 30D | -31.9% | +19.3% | -51.2% | -24.8% |
| 3M | -32.3% | +22.8% | -55.1% | -24.3% |
| 6M | -5.4% | +36.4% | -41.8% | +8.3% |
| YTD | +44.3% | +12.1% | +32.2% | +70.4% |
| 1Y | +61.4% | +19.9% | +41.4% | +95.7% |
| All | +61.4% | +20.2% | +41.1% | +95.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling