+4,250.2%
KO vs MDT
+7,800.3%
-3,550.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +0.8% |
| 7D | +0.4% | +0.4% | 0.0% | +0.3% |
| 30D | +1.5% | +6.0% | -4.5% | -0.1% |
| 3M | +11.8% | +15.5% | -3.7% | +7.6% |
| 6M | +16.2% | +3.4% | +12.8% | +14.8% |
| YTD | +28.1% | -2.2% | +30.2% | +28.2% |
| 1Y | +34.8% | +2.6% | +32.2% | +33.1% |
| 3Y | +65.5% | +27.5% | +37.9% | +53.4% |
| 5Y | +81.6% | -20.1% | +101.6% | +87.9% |
| 10Y | +176.7% | +39.1% | +137.7% | +146.5% |
| All | +4,250.2% | +7,800.3% | -3,550.1% | +1,059.4% |
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