Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • GLW vs MDT✓SelectedUSD · MDTGLW vs MDT performance historyLatest closeAs of+1.51%09/09
Stock and ETF performance explorer

GLW vs MDT

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+867.9%
MDT return
+38.9%
Excess return
+829.1%
Maximum drawdown
-51.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioMDTExcessAlpha
1D+1.5%-0.5%+2.0%+1.8%
7D+16.9%-0.3%+17.2%+17.0%
30D+7.0%+2.8%+4.2%+5.2%
3M-3.0%+13.1%-16.1%-10.9%
6M+31.0%+2.3%+28.6%+26.9%
YTD+93.4%-2.7%+96.1%+92.8%
1Y+134.7%+0.9%+133.9%+128.0%
3Y+471.8%+26.8%+445.0%+371.6%
5Y+394.5%-19.5%+413.9%+439.0%
10Y+867.9%+40.6%+827.4%+655.4%
All+867.9%+38.9%+829.1%+655.4%

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 10y: 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…

10y analysis · Full analysis span regression · 6 months rolling