+113.7%
KLAC vs MDT
+5.4%
+108.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.1% | +6.2% | +7.7% |
| 7D | +5.7% | +3.2% | +2.5% | +7.0% |
| 30D | -3.6% | +9.5% | -13.1% | -0.3% |
| 3M | -12.8% | +16.0% | -28.8% | -7.5% |
| 6M | +26.1% | +0.2% | +25.9% | +34.5% |
| YTD | +53.3% | -0.3% | +53.6% | +62.8% |
| 1Y | +113.7% | +4.7% | +109.0% | +131.4% |
| All | +113.7% | +5.4% | +108.3% | +131.4% |
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