+247.2%
AMAT vs MDT
-17.7%
+264.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.1% | +3.2% | +4.1% |
| 7D | -1.5% | +3.2% | -4.7% | -2.2% |
| 30D | -14.8% | +9.5% | -24.3% | -16.7% |
| 3M | -9.3% | +16.0% | -25.2% | -13.4% |
| 6M | +27.4% | +0.2% | +27.2% | +28.2% |
| YTD | +77.6% | -0.3% | +77.8% | +78.6% |
| 1Y | +188.9% | +4.7% | +184.2% | +184.3% |
| 3Y | +202.3% | +26.5% | +175.7% | +169.4% |
| All | +247.2% | -17.7% | +264.9% | +270.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling