+641.7%
AMZN vs MDT
+62.9%
+578.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.1% | -0.9% |
| 7D | +2.8% | +1.0% | +1.8% | +2.5% |
| 30D | +5.0% | +9.2% | -4.2% | +1.7% |
| 3M | +0.6% | +14.5% | -13.9% | -4.3% |
| 6M | -1.3% | +37.3% | -38.6% | -12.4% |
| YTD | +15.5% | +9.8% | +5.7% | +10.8% |
| 1Y | +12.2% | +10.5% | +1.7% | +7.2% |
| 3Y | +87.0% | +57.4% | +29.6% | +52.8% |
| 5Y | +51.3% | +1.2% | +50.1% | +45.3% |
| All | +641.7% | +62.9% | +578.7% | +470.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling