+322.7%
MDT vs MKSI
+2,229.0%
-1,906.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.7% |
| 7D | -0.3% | +6.6% | -6.9% | -1.1% |
| 30D | +2.8% | -8.2% | +11.0% | +3.7% |
| 3M | +13.1% | -16.4% | +29.5% | +13.9% |
| 6M | +2.3% | +23.0% | -20.6% | -2.4% |
| YTD | -2.7% | +68.2% | -70.9% | -11.2% |
| 1Y | +0.9% | +148.6% | -147.7% | -13.2% |
| 3Y | +26.8% | +196.0% | -169.1% | +2.7% |
| 5Y | -19.5% | +87.4% | -106.8% | -32.3% |
| 10Y | +40.6% | +523.8% | -483.2% | -1.6% |
| All | +322.7% | +2,229.0% | -1,906.2% | +134.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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