+1,395.4%
ASML vs MDT
+59.2%
+1,336.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.9% | +7.9% | +6.3% |
| 7D | -9.0% | +5.4% | -14.5% | -11.4% |
| 30D | -21.0% | +19.1% | -40.0% | -27.5% |
| 3M | -16.3% | +19.5% | -35.7% | -23.8% |
| 6M | -7.5% | +33.5% | -41.0% | -21.6% |
| YTD | +34.0% | +8.7% | +25.3% | +26.3% |
| 1Y | +39.3% | +16.8% | +22.5% | +25.9% |
| 3Y | +128.9% | +53.0% | +75.9% | +72.4% |
| 5Y | +76.1% | -2.9% | +79.0% | +72.1% |
| All | +1,395.4% | +59.2% | +1,336.2% | +981.0% |
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 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