+1,582.8%
ASML vs MDT
+61.0%
+1,521.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.7% | +1.8% |
| 7D | +2.5% | -3.2% | +5.7% | +3.9% |
| 30D | -12.2% | +10.5% | -22.7% | -16.6% |
| 3M | -14.6% | +13.0% | -27.6% | -20.2% |
| 6M | -1.7% | +38.7% | -40.4% | -18.3% |
| YTD | +44.3% | +8.5% | +35.8% | +36.2% |
| 1Y | +51.0% | +10.0% | +41.0% | +41.1% |
| 3Y | +137.6% | +58.6% | +79.0% | +75.1% |
| 5Y | +92.7% | -0.3% | +93.0% | +85.4% |
| 10Y | +1,582.8% | +61.3% | +1,521.5% | +1,118.3% |
| All | +1,582.8% | +61.0% | +1,521.8% | +1,118.3% |
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