+117.9%
ASML vs MDT
+59.2%
+58.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.1% | -9.2% | -9.3% |
| 7D | -19.0% | +8.0% | -27.0% | -18.8% |
| 30D | -25.9% | +20.4% | -46.3% | -25.6% |
| 3M | -19.1% | +22.9% | -42.0% | -18.9% |
| 6M | -5.7% | +37.1% | -42.8% | -7.1% |
| YTD | +27.6% | +11.9% | +15.6% | +30.3% |
| 1Y | +30.8% | +19.8% | +11.0% | +32.0% |
| All | +117.9% | +59.2% | +58.7% | +119.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling