+4,681.2%
DELL vs MDT
+40.1%
+4,641.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.1% |
| 7D | +14.9% | +3.2% | +11.7% | +13.6% |
| 30D | +13.3% | +9.5% | +3.8% | +9.5% |
| 3M | +24.4% | +16.0% | +8.4% | +16.3% |
| 6M | +258.0% | +0.2% | +257.8% | +254.6% |
| YTD | +320.2% | -0.3% | +320.5% | +315.6% |
| 1Y | +319.1% | +4.7% | +314.3% | +303.5% |
| 3Y | +706.5% | +26.5% | +680.0% | +591.3% |
| 5Y | +1,071.9% | -18.2% | +1,090.1% | +1,151.1% |
| 10Y | +4,683.5% | +40.0% | +4,643.4% | +3,620.5% |
| All | +4,681.2% | +40.1% | +4,641.1% | +3,615.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling