+452.1%
KLAC vs MDT
-20.5%
+472.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -3.1% |
| 7D | +6.2% | -0.3% | +6.5% | +6.3% |
| 30D | -5.0% | +2.8% | -7.8% | -5.7% |
| 3M | -14.4% | +13.1% | -27.5% | -17.8% |
| 6M | +28.3% | +2.3% | +26.0% | +27.6% |
| YTD | +51.1% | -2.7% | +53.8% | +52.5% |
| 1Y | +100.4% | +0.9% | +99.5% | +98.9% |
| 3Y | +276.3% | +26.8% | +249.5% | +234.9% |
| 5Y | +452.1% | -19.5% | +471.5% | +515.9% |
| All | +452.1% | -20.5% | +472.6% | +515.9% |
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