+143.3%
DELL vs MDT
+20.2%
+123.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +6.1% | -15.0% | -3.5% |
| 7D | -24.6% | +10.7% | -35.3% | -17.2% |
| 30D | -32.5% | +19.3% | -51.8% | -21.0% |
| 3M | -20.2% | +22.8% | -43.0% | -4.2% |
| 6M | +76.5% | +36.4% | +40.1% | +132.3% |
| YTD | +198.9% | +12.1% | +186.9% | +284.0% |
| 1Y | +143.3% | +19.9% | +123.4% | +209.7% |
| All | +143.3% | +20.2% | +123.1% | +209.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling