+45.4%
GILD vs MDT
+20.2%
+25.1%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +6.1% | -2.0% | +1.9% |
| 7D | +9.6% | +10.7% | -1.1% | +5.5% |
| 30D | +20.6% | +19.3% | +1.3% | +13.2% |
| 3M | +29.7% | +22.8% | +7.0% | +20.7% |
| 6M | +33.1% | +36.4% | -3.3% | +19.8% |
| YTD | +44.7% | +12.1% | +32.6% | +37.2% |
| 1Y | +45.4% | +19.9% | +25.4% | +33.8% |
| All | +45.4% | +20.2% | +25.1% | +33.8% |
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 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