+67.7%
ASML vs MDT
+1.4%
+66.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.1% | -9.2% | -9.3% |
| 7D | -19.0% | +8.0% | -27.0% | -20.5% |
| 30D | -25.9% | +20.4% | -46.3% | -29.4% |
| 3M | -19.1% | +22.9% | -42.0% | -23.6% |
| 6M | -5.7% | +37.1% | -42.8% | -15.1% |
| YTD | +27.6% | +11.9% | +15.6% | +24.1% |
| 1Y | +30.8% | +19.8% | +11.0% | +23.6% |
| 3Y | +116.2% | +59.4% | +56.8% | +74.6% |
| 5Y | +67.7% | 0.0% | +67.6% | +57.4% |
| All | +67.7% | +1.4% | +66.2% | +57.4% |
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