+7,830.4%
MDT vs MKC
+3,364.7%
+4,465.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.5% | -1.8% |
| 7D | +0.4% | -4.3% | +4.7% | +1.5% |
| 30D | +6.0% | -2.0% | +8.0% | +6.5% |
| 3M | +15.5% | +10.0% | +5.5% | +12.6% |
| 6M | +3.4% | -18.5% | +21.9% | +8.6% |
| YTD | -2.2% | -22.4% | +20.3% | +3.7% |
| 1Y | +2.6% | -23.6% | +26.2% | +9.0% |
| 3Y | +27.5% | -30.4% | +58.0% | +37.6% |
| 5Y | -20.1% | -34.2% | +14.1% | -13.3% |
| 10Y | +39.1% | +26.8% | +12.2% | +25.8% |
| All | +7,830.4% | +3,364.7% | +4,465.7% | +3,485.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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