+75.5%
ASML vs MDT
-2.9%
+78.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.9% | +7.9% | +5.7% |
| 7D | -9.0% | +5.4% | -14.5% | -10.3% |
| 30D | -21.0% | +19.1% | -40.0% | -24.6% |
| 3M | -16.3% | +19.5% | -35.7% | -20.6% |
| 6M | -7.5% | +33.5% | -41.0% | -16.3% |
| YTD | +34.0% | +8.7% | +25.3% | +31.1% |
| 1Y | +39.3% | +16.8% | +22.5% | +32.2% |
| 3Y | +128.9% | +53.0% | +75.9% | +87.1% |
| All | +75.5% | -2.9% | +78.4% | +71.1% |
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