+57.4%
INTC vs MDT
+20.2%
+37.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +6.1% | -9.9% | +0.4% |
| 7D | -39.0% | +10.7% | -49.7% | -34.4% |
| 30D | -49.8% | +19.3% | -69.2% | -43.1% |
| 3M | -42.2% | +22.8% | -65.0% | -33.3% |
| 6M | -39.2% | +36.4% | -75.5% | -27.6% |
| YTD | +57.9% | +12.1% | +45.9% | +99.9% |
| 1Y | +57.4% | +19.9% | +37.4% | +103.3% |
| All | +57.4% | +20.2% | +37.1% | +103.3% |
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