+358.3%
DELL vs MDT
+1.7%
+356.5%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.7% | +12.7% | +11.4% |
| 7D | +8.2% | -3.4% | +11.6% | +5.6% |
| 30D | +17.1% | +0.2% | +16.9% | +17.7% |
| 3M | +45.2% | +14.3% | +30.9% | +61.1% |
| 6M | +286.8% | +4.0% | +282.8% | +336.5% |
| YTD | +354.8% | -3.7% | +358.5% | +405.3% |
| 1Y | +358.3% | -0.4% | +358.6% | +424.6% |
| All | +358.3% | +1.7% | +356.5% | +424.6% |
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