+108.6%
ASML vs MDT
-17.7%
+126.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.1% | +3.0% | +3.8% |
| 7D | +1.1% | +3.2% | -2.1% | +0.2% |
| 30D | +2.2% | +9.5% | -7.3% | -0.7% |
| 3M | -2.3% | +16.0% | -18.3% | -7.5% |
| 6M | +23.0% | +0.2% | +22.8% | +23.2% |
| YTD | +61.1% | -0.3% | +61.3% | +61.4% |
| 1Y | +129.1% | +4.7% | +124.4% | +124.4% |
| 3Y | +165.4% | +26.5% | +138.8% | +134.6% |
| All | +108.6% | -17.7% | +126.3% | +137.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling