+27.8%
INTC vs MDT
+0.7%
+27.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.9% | -4.4% | -2.8% |
| 7D | +6.0% | +1.0% | +5.0% | +5.8% |
| 30D | -39.2% | +9.2% | -48.4% | -40.3% |
| 3M | -42.9% | +14.5% | -57.4% | -44.8% |
| 6M | -50.4% | +37.3% | -87.7% | -55.4% |
| YTD | +61.7% | +9.8% | +51.9% | +59.6% |
| 1Y | +66.1% | +10.5% | +55.6% | +63.2% |
| 3Y | +58.1% | +57.4% | +0.7% | +27.0% |
| All | +27.8% | +0.7% | +27.1% | +27.5% |
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