+136.0%
GOOG vs MDT
-19.5%
+155.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.3% | +1.8% |
| 7D | 0.0% | -3.4% | +3.5% | +1.2% |
| 30D | -2.0% | +0.2% | -2.2% | -2.1% |
| 3M | -5.9% | +14.3% | -20.1% | -10.3% |
| 6M | +8.9% | +4.0% | +4.9% | +7.1% |
| YTD | +7.1% | -3.7% | +10.8% | +7.9% |
| 1Y | +39.7% | -0.4% | +40.0% | +38.9% |
| 3Y | +145.8% | +23.3% | +122.5% | +119.7% |
| All | +136.0% | -19.5% | +155.5% | +143.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling