+4,404.4%
DELL vs MDT
+39.8%
+4,364.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.7% | +12.7% | +12.2% |
| 7D | +8.2% | -3.4% | +11.6% | +9.5% |
| 30D | +17.1% | +0.2% | +16.9% | +16.7% |
| 3M | +45.2% | +14.3% | +30.9% | +36.2% |
| 6M | +286.8% | +4.0% | +282.8% | +275.6% |
| YTD | +354.8% | -3.7% | +358.5% | +355.1% |
| 1Y | +358.3% | -0.4% | +358.6% | +349.8% |
| 3Y | +724.9% | +23.3% | +701.6% | +611.7% |
| 5Y | +1,193.7% | -18.9% | +1,212.6% | +1,277.0% |
| All | +4,404.4% | +39.8% | +4,364.6% | +3,406.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling