+43.3%
AMAT vs MDT
+16.7%
+26.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.9% | +7.1% | +2.6% |
| 7D | -14.7% | +5.4% | -20.2% | -12.0% |
| 30D | -36.1% | +19.1% | -55.1% | -29.6% |
| 3M | -36.9% | +19.5% | -56.3% | -30.4% |
| 6M | -22.2% | +33.5% | -55.7% | -12.5% |
| YTD | +29.9% | +8.7% | +21.2% | +51.0% |
| 1Y | +43.3% | +16.8% | +26.5% | +70.6% |
| All | +43.3% | +16.7% | +26.5% | +70.6% |
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