+678.3%
DELL vs MDT
+26.2%
+652.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.1% |
| 7D | +8.7% | -0.3% | +9.1% | +8.7% |
| 30D | +16.9% | +2.8% | +14.1% | +17.7% |
| 3M | +40.4% | +13.1% | +27.3% | +44.5% |
| 6M | +267.1% | +2.3% | +264.7% | +284.1% |
| YTD | +329.1% | -2.7% | +331.8% | +349.8% |
| 1Y | +346.9% | +0.9% | +346.1% | +366.8% |
| All | +678.3% | +26.2% | +652.1% | +713.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling