+1,315.3%
AMAT vs MDT
+62.0%
+1,253.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +1.0% | +10.4% | +10.9% |
| 7D | -1.1% | +3.5% | -4.6% | -3.0% |
| 30D | -26.9% | +16.2% | -43.1% | -32.9% |
| 3M | -31.2% | +18.9% | -50.1% | -38.1% |
| 6M | -14.7% | +37.3% | -52.0% | -31.2% |
| YTD | +44.7% | +9.7% | +35.0% | +33.4% |
| 1Y | +62.0% | +15.2% | +46.8% | +44.4% |
| 3Y | +165.0% | +61.8% | +103.2% | +80.2% |
| 5Y | +147.1% | -1.4% | +148.5% | +137.1% |
| 10Y | +1,315.3% | +61.6% | +1,253.7% | +852.7% |
| All | +1,315.3% | +62.0% | +1,253.3% | +852.7% |
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 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