+39.7%
GOOG vs MDT
+1.7%
+37.9%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.3% | +1.7% |
| 7D | 0.0% | -3.4% | +3.5% | +0.7% |
| 30D | -2.0% | +0.2% | -2.2% | -2.0% |
| 3M | -5.9% | +14.3% | -20.1% | -8.6% |
| 6M | +8.9% | +4.0% | +4.9% | +8.2% |
| YTD | +7.1% | -3.7% | +10.8% | +7.4% |
| 1Y | +39.7% | -0.4% | +40.0% | +44.1% |
| All | +39.7% | +1.7% | +37.9% | +44.1% |
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