+167.6%
AMAT vs MDT
-2.6%
+170.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | 0.0% | +6.0% | +6.1% |
| 7D | +7.0% | -3.2% | +10.1% | +7.5% |
| 30D | -20.6% | +10.5% | -31.1% | -22.2% |
| 3M | -24.8% | +13.0% | -37.7% | -26.8% |
| 6M | -10.7% | +38.7% | -49.4% | -19.4% |
| YTD | +54.3% | +8.5% | +45.8% | +52.6% |
| 1Y | +73.7% | +10.0% | +63.7% | +70.7% |
| 3Y | +168.4% | +58.6% | +109.8% | +116.9% |
| 5Y | +167.6% | -0.3% | +167.8% | +164.3% |
| All | +167.6% | -2.6% | +170.1% | +164.3% |
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