+46.1%
ASML vs MDT
+20.2%
+25.9%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +6.1% | -9.7% | -1.9% |
| 7D | -10.0% | +10.7% | -20.8% | -7.4% |
| 30D | -19.4% | +19.3% | -38.8% | -15.6% |
| 3M | -12.5% | +22.8% | -35.2% | -8.0% |
| 6M | +8.2% | +36.4% | -28.1% | +13.4% |
| YTD | +40.7% | +12.1% | +28.7% | +55.2% |
| 1Y | +46.1% | +19.9% | +26.2% | +67.0% |
| All | +46.1% | +20.2% | +25.9% | +67.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling