-19.5%
MDT vs NDAQ
+52.5%
-72.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.3% | -0.3% |
| 7D | -0.3% | -1.6% | +1.3% | +0.1% |
| 30D | +2.8% | -1.5% | +4.2% | +3.1% |
| 3M | +13.1% | +8.0% | +5.1% | +10.5% |
| 6M | +2.3% | +7.7% | -5.4% | -0.1% |
| YTD | -2.7% | -2.3% | -0.4% | -2.6% |
| 1Y | +0.9% | +0.6% | +0.3% | -0.2% |
| 3Y | +26.8% | +90.9% | -64.1% | +1.3% |
| 5Y | -19.5% | +52.5% | -71.9% | -34.1% |
| All | -19.5% | +52.5% | -72.0% | -34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 5y: compounded portfolio wealth divided by compounded NDAQ 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…
5y analysis · Full analysis span regression · 6 months rolling