+272,232.7%
AMZN vs MDT
+925.9%
+271,306.8%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.1% | -1.0% |
| 7D | +2.8% | +1.0% | +1.8% | +2.4% |
| 30D | +5.0% | +9.2% | -4.2% | +1.0% |
| 3M | +0.6% | +14.5% | -13.9% | -5.3% |
| 6M | -1.3% | +37.3% | -38.6% | -14.3% |
| YTD | +15.5% | +9.8% | +5.7% | +9.5% |
| 1Y | +12.2% | +10.5% | +1.7% | +5.9% |
| 3Y | +87.0% | +57.4% | +29.6% | +49.4% |
| 5Y | +51.3% | +1.2% | +50.1% | +44.8% |
| 10Y | +621.7% | +63.2% | +558.4% | +436.9% |
| All | +272,232.7% | +925.9% | +271,306.8% | +64,879.8% |
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