+388.0%
DELL vs MDT
+57.0%
+331.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +1.9% | -9.0% | -6.5% |
| 7D | +4.9% | +1.0% | +3.8% | +5.3% |
| 30D | -32.1% | +9.2% | -41.2% | -29.7% |
| 3M | -30.2% | +14.5% | -44.7% | -26.6% |
| 6M | +41.7% | +37.3% | +4.4% | +54.1% |
| YTD | +176.6% | +9.8% | +166.8% | +204.4% |
| 1Y | +159.9% | +10.5% | +149.4% | +186.0% |
| 3Y | +388.0% | +57.4% | +330.5% | +433.4% |
| All | +388.0% | +57.0% | +331.0% | +433.4% |
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 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