+177.9%
KO vs MDT
+40.9%
+137.0%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | -1.1% | -1.6% | +0.5% | -0.5% |
| 30D | +1.6% | +1.0% | +0.5% | +1.1% |
| 3M | +5.8% | +15.2% | -9.4% | +0.2% |
| 6M | +14.3% | +3.7% | +10.6% | +12.2% |
| YTD | +27.3% | -3.0% | +30.3% | +27.9% |
| 1Y | +33.2% | +2.5% | +30.7% | +30.9% |
| 3Y | +64.5% | +26.5% | +38.0% | +46.9% |
| 5Y | +83.1% | -18.3% | +101.4% | +93.3% |
| All | +177.9% | +40.9% | +137.0% | +142.3% |
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