+61.8%
MDT vs KMB
+4.9%
+56.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.2% | -2.3% | -0.1% |
| 7D | +3.5% | +3.4% | +0.1% | +2.4% |
| 30D | +16.2% | +14.7% | +1.5% | +11.5% |
| 3M | +18.9% | +3.3% | +15.6% | +17.5% |
| 6M | +37.3% | +16.8% | +20.5% | +31.4% |
| YTD | +9.7% | +15.2% | -5.5% | +5.3% |
| 1Y | +15.2% | +13.3% | +1.9% | +11.0% |
| 3Y | +61.8% | +5.4% | +56.4% | +50.7% |
| All | +61.8% | +4.9% | +56.9% | +50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KMB.
Daily Out/Under-Performance
Portfolio return minus KMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMB 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 3y: compounded portfolio wealth divided by compounded KMB 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…
3y analysis · Full analysis span regression · 6 months rolling