+2,896.3%
KLAC vs MDT
+39.8%
+2,856.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.7% | +2.3% |
| 7D | -2.7% | -3.4% | +0.7% | -1.0% |
| 30D | -13.2% | +0.2% | -13.4% | -13.5% |
| 3M | -25.0% | +14.3% | -39.3% | -31.6% |
| 6M | +23.6% | +4.0% | +19.6% | +18.6% |
| YTD | +49.2% | -3.7% | +52.9% | +49.0% |
| 1Y | +89.3% | -0.4% | +89.7% | +84.3% |
| 3Y | +274.4% | +23.3% | +251.0% | +209.7% |
| 5Y | +440.9% | -18.9% | +459.8% | +489.4% |
| All | +2,896.3% | +39.8% | +2,856.5% | +2,174.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling