+97,349.8%
ASML vs MDT
+1,868.0%
+95,481.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.1% | +3.0% | +3.7% |
| 7D | +1.1% | +3.2% | -2.1% | -0.3% |
| 30D | +2.2% | +9.5% | -7.3% | -2.0% |
| 3M | -2.3% | +16.0% | -18.3% | -9.7% |
| 6M | +23.0% | +0.2% | +22.8% | +21.2% |
| YTD | +61.1% | -0.3% | +61.3% | +58.8% |
| 1Y | +129.1% | +4.7% | +124.4% | +120.1% |
| 3Y | +165.4% | +26.5% | +138.8% | +128.6% |
| 5Y | +109.5% | -18.2% | +127.7% | +119.0% |
| 10Y | +1,645.7% | +40.0% | +1,605.7% | +1,309.2% |
| All | +97,349.8% | +1,868.0% | +95,481.8% | +30,437.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling