+6.5%
GOOGL vs MDT
+11.9%
-5.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.8% | -1.3% |
| 7D | +3.9% | +1.0% | +2.8% | +3.7% |
| 30D | -14.9% | +9.2% | -24.1% | -16.2% |
| 3M | -14.6% | +14.5% | -29.0% | -16.7% |
| 6M | -26.4% | +37.3% | -63.8% | -31.9% |
| YTD | -5.3% | +9.8% | -15.1% | -6.4% |
| 1Y | +6.5% | +10.5% | -4.1% | +4.7% |
| All | +6.5% | +11.9% | -5.4% | +4.7% |
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 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