+26.2%
KLAC vs MDT
+20.2%
+5.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +6.1% | -10.3% | -1.2% |
| 7D | -5.7% | +10.7% | -16.4% | -0.9% |
| 30D | -27.6% | +19.3% | -46.9% | -21.1% |
| 3M | -23.3% | +22.8% | -46.0% | -15.3% |
| 6M | -12.4% | +36.4% | -48.7% | -1.3% |
| YTD | +23.7% | +12.1% | +11.7% | +40.6% |
| 1Y | +26.2% | +19.9% | +6.3% | +43.6% |
| All | +26.2% | +20.2% | +5.9% | +43.6% |
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