+137,736.4%
AMAT vs MDT
+7,952.5%
+129,784.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.1% | +3.2% | +3.8% |
| 7D | -1.5% | +3.2% | -4.7% | -2.8% |
| 30D | -14.8% | +9.5% | -24.3% | -18.1% |
| 3M | -9.3% | +16.0% | -25.2% | -15.9% |
| 6M | +27.4% | +0.2% | +27.2% | +25.1% |
| YTD | +77.6% | -0.3% | +77.8% | +74.2% |
| 1Y | +188.9% | +4.7% | +184.2% | +176.9% |
| 3Y | +202.3% | +26.5% | +175.7% | +162.5% |
| 5Y | +248.9% | -18.2% | +267.1% | +261.3% |
| 10Y | +1,585.2% | +40.0% | +1,545.2% | +1,319.2% |
| All | +137,736.4% | +7,952.5% | +129,784.0% | +30,253.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling