+81.6%
KO vs MDT
-18.9%
+100.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | -1.1% | -1.6% | +0.5% | -0.7% |
| 30D | +1.6% | +1.0% | +0.5% | +1.2% |
| 3M | +5.8% | +15.2% | -9.4% | +1.6% |
| 6M | +14.3% | +3.7% | +10.6% | +12.8% |
| YTD | +27.3% | -3.0% | +30.3% | +27.9% |
| 1Y | +33.2% | +2.5% | +30.7% | +31.6% |
| 3Y | +64.5% | +26.5% | +38.0% | +51.5% |
| All | +81.6% | -18.9% | +100.5% | +85.5% |
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