+126.7%
AMAT vs MDT
-2.9%
+129.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.9% | +7.1% | +4.7% |
| 7D | -14.7% | +5.4% | -20.2% | -15.6% |
| 30D | -36.1% | +19.1% | -55.1% | -38.3% |
| 3M | -36.9% | +19.5% | -56.3% | -39.3% |
| 6M | -22.2% | +33.5% | -55.7% | -28.6% |
| YTD | +29.9% | +8.7% | +21.2% | +28.5% |
| 1Y | +43.3% | +16.8% | +26.5% | +37.5% |
| 3Y | +142.7% | +53.0% | +89.7% | +100.7% |
| All | +126.7% | -2.9% | +129.6% | +122.7% |
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 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