+38.0%
MDT vs KHC
-54.5%
+92.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.1% |
| 7D | -1.6% | -2.5% | +0.9% | -0.9% |
| 30D | +1.0% | +0.5% | +0.5% | +0.8% |
| 3M | +15.2% | +3.0% | +12.2% | +14.1% |
| 6M | +3.7% | +6.6% | -2.9% | +1.5% |
| YTD | -3.0% | +5.8% | -8.8% | -5.1% |
| 1Y | +2.5% | -2.2% | +4.7% | +2.4% |
| 3Y | +26.5% | -12.5% | +39.0% | +29.0% |
| 5Y | -18.3% | -13.6% | -4.7% | -16.8% |
| All | +38.0% | -54.5% | +92.5% | +42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KHC.
Daily Out/Under-Performance
Portfolio return minus KHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KHC 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded KHC 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling