+44.9%
AMZN vs MDT
-20.5%
+65.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.2% | -1.6% |
| 7D | -1.0% | -0.3% | -0.7% | -0.9% |
| 30D | -9.2% | +2.8% | -12.0% | -10.2% |
| 3M | +3.4% | +13.1% | -9.7% | -1.5% |
| 6M | +18.2% | +2.3% | +15.9% | +17.0% |
| YTD | +9.3% | -2.7% | +12.0% | +10.1% |
| 1Y | +5.9% | +0.9% | +5.1% | +4.6% |
| 3Y | +82.6% | +26.8% | +55.8% | +57.8% |
| 5Y | +44.9% | -19.5% | +64.3% | +52.4% |
| All | +44.9% | -20.5% | +65.4% | +52.4% |
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