+213.1%
MDT vs LYB
+624.6%
-411.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.5% |
| 7D | -3.4% | +0.3% | -3.7% | -3.5% |
| 30D | +0.2% | +2.5% | -2.2% | -0.5% |
| 3M | +14.3% | +1.4% | +12.9% | +13.3% |
| 6M | +4.0% | -3.5% | +7.5% | +3.0% |
| YTD | -3.7% | +52.0% | -55.7% | -16.7% |
| 1Y | -0.4% | +22.1% | -22.4% | -8.8% |
| 3Y | +23.3% | -22.8% | +46.1% | +25.9% |
| 5Y | -18.9% | -3.4% | -15.5% | -24.0% |
| 10Y | +39.2% | +47.4% | -8.2% | +5.8% |
| All | +213.1% | +624.6% | -411.5% | +40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 LYB 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