+129,057.7%
KLAC vs MDT
+8,767.7%
+120,290.0%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.9% | -5.0% | -3.9% |
| 7D | +10.0% | +1.0% | +8.9% | +9.5% |
| 30D | -14.8% | +9.2% | -24.0% | -18.3% |
| 3M | -27.2% | +14.5% | -41.7% | -31.9% |
| 6M | -17.5% | +37.3% | -54.8% | -29.5% |
| YTD | +25.8% | +9.8% | +16.0% | +17.5% |
| 1Y | +31.8% | +10.5% | +21.3% | +22.6% |
| 3Y | +195.3% | +57.4% | +137.9% | +132.1% |
| 5Y | +285.9% | +1.2% | +284.8% | +262.9% |
| 10Y | +2,247.6% | +63.2% | +2,184.4% | +1,715.2% |
| All | +129,057.7% | +8,767.7% | +120,290.0% | +18,557.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling