+430.0%
MDT vs EBAY
+12,410.8%
-11,980.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.4% |
| 7D | -0.3% | -3.0% | +2.7% | +0.1% |
| 30D | +2.8% | -3.6% | +6.4% | +3.2% |
| 3M | +13.1% | -4.4% | +17.5% | +13.6% |
| 6M | +2.3% | +12.1% | -9.7% | +0.6% |
| YTD | -2.7% | +19.9% | -22.6% | -5.4% |
| 1Y | +0.9% | +13.4% | -12.5% | -1.5% |
| 3Y | +26.8% | +150.5% | -123.7% | +11.1% |
| 5Y | -19.5% | +54.8% | -74.3% | -25.8% |
| 10Y | +40.6% | +268.1% | -227.5% | +14.9% |
| All | +430.0% | +12,410.8% | -11,980.8% | +157.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EBAY.
Daily Out/Under-Performance
Portfolio return minus EBAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EBAY 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 EBAY 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