+13,507.3%
GOOGL vs MDT
+208.0%
+13,299.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.3% | -1.6% |
| 7D | -2.3% | +3.2% | -5.5% | -3.6% |
| 30D | -6.6% | +9.5% | -16.1% | -10.3% |
| 3M | -8.9% | +16.0% | -24.9% | -15.1% |
| 6M | +11.9% | +0.2% | +11.7% | +11.0% |
| YTD | +8.3% | -0.3% | +8.6% | +7.5% |
| 1Y | +46.2% | +4.7% | +41.5% | +41.6% |
| 3Y | +151.9% | +26.5% | +125.3% | +118.8% |
| 5Y | +137.7% | -18.2% | +155.9% | +149.7% |
| 10Y | +757.6% | +40.0% | +717.5% | +584.8% |
| All | +13,507.3% | +208.0% | +13,299.3% | +7,331.2% |
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