+58.5%
AMAT vs MDT
+15.5%
+43.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +1.0% | +10.4% | +11.9% |
| 7D | -1.1% | +3.5% | -4.6% | +1.0% |
| 30D | -26.9% | +16.2% | -43.1% | -20.5% |
| 3M | -31.2% | +18.9% | -50.1% | -24.2% |
| 6M | -14.7% | +37.3% | -52.0% | -4.2% |
| YTD | +44.7% | +9.7% | +35.0% | +69.5% |
| All | +58.5% | +15.5% | +43.0% | +87.1% |
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