+3.6%
GOOG vs MDT
+20.2%
-16.7%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +6.1% | -2.9% | +2.3% |
| 7D | -10.7% | +10.7% | -21.5% | -12.1% |
| 30D | -16.4% | +19.3% | -35.8% | -19.1% |
| 3M | -23.4% | +22.8% | -46.2% | -26.3% |
| 6M | -24.2% | +36.4% | -60.6% | -28.9% |
| YTD | -8.3% | +12.1% | -20.3% | -9.9% |
| 1Y | +3.6% | +19.9% | -16.3% | +0.1% |
| All | +3.6% | +20.2% | -16.7% | +0.1% |
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