+132.5%
GOOGL vs MDT
-20.5%
+153.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.7% | -2.1% |
| 7D | -1.9% | -0.3% | -1.5% | -1.8% |
| 30D | -7.5% | +2.8% | -10.2% | -8.3% |
| 3M | -9.2% | +13.1% | -22.3% | -13.1% |
| 6M | +8.1% | +2.3% | +5.7% | +6.9% |
| YTD | +5.8% | -2.7% | +8.5% | +6.3% |
| 1Y | +38.3% | +0.9% | +37.5% | +37.1% |
| 3Y | +144.8% | +26.8% | +117.9% | +116.1% |
| 5Y | +132.5% | -19.5% | +152.0% | +147.1% |
| All | +132.5% | -20.5% | +153.0% | +147.1% |
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 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