+195.7%
MDT vs FANG
+1,412.9%
-1,217.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | -3.4% | +2.9% | -6.3% | -3.8% |
| 30D | +0.2% | +2.6% | -2.4% | -0.1% |
| 3M | +14.3% | +7.6% | +6.7% | +12.9% |
| 6M | +4.0% | +17.3% | -13.3% | +1.3% |
| YTD | -3.7% | +38.7% | -42.4% | -8.4% |
| 1Y | -0.4% | +51.6% | -52.0% | -6.5% |
| 3Y | +23.3% | +50.0% | -26.6% | +14.0% |
| 5Y | -18.9% | +237.6% | -256.4% | -34.9% |
| 10Y | +39.2% | +180.7% | -141.5% | -2.4% |
| All | +195.7% | +1,412.9% | -1,217.2% | +67.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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