+1,591.4%
AMAT vs MDT
+40.7%
+1,550.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.1% | +3.2% | +3.7% |
| 7D | -1.5% | +3.2% | -4.7% | -3.2% |
| 30D | -14.8% | +9.5% | -24.3% | -19.2% |
| 3M | -9.3% | +16.0% | -25.2% | -18.3% |
| 6M | +27.4% | +0.2% | +27.2% | +25.0% |
| YTD | +77.6% | -0.3% | +77.8% | +74.0% |
| 1Y | +188.9% | +4.7% | +184.2% | +172.9% |
| 3Y | +202.3% | +26.5% | +175.7% | +142.6% |
| 5Y | +248.9% | -18.2% | +267.1% | +280.9% |
| All | +1,591.4% | +40.7% | +1,550.7% | +1,137.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling