+13,447.0%
GOOG vs MDT
+202.2%
+13,244.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.8% |
| 7D | +1.1% | +0.4% | +0.7% | +0.9% |
| 30D | -5.1% | +6.0% | -11.1% | -7.6% |
| 3M | -7.1% | +15.5% | -22.6% | -13.2% |
| 6M | +12.7% | +3.4% | +9.3% | +10.2% |
| YTD | +7.1% | -2.2% | +9.2% | +7.1% |
| 1Y | +43.6% | +2.6% | +41.0% | +40.3% |
| 3Y | +146.8% | +27.5% | +119.2% | +113.6% |
| 5Y | +133.7% | -20.1% | +153.7% | +147.9% |
| 10Y | +773.3% | +39.1% | +734.3% | +598.9% |
| All | +13,447.0% | +202.2% | +13,244.8% | +7,351.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling