+301.6%
MDT vs NDAQ
+2,658.0%
-2,356.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -3.2% | 0.0% | -3.2% | -3.2% |
| 30D | +10.5% | +16.3% | -5.8% | +7.3% |
| 3M | +13.0% | +15.8% | -2.8% | +9.7% |
| 6M | +38.7% | +24.8% | +13.8% | +32.5% |
| YTD | +8.5% | +14.1% | -5.6% | +5.1% |
| 1Y | +10.0% | +26.5% | -16.5% | +4.4% |
| 3Y | +58.6% | +119.1% | -60.5% | +34.6% |
| 5Y | -0.3% | +70.9% | -71.2% | -12.0% |
| 10Y | +61.3% | +479.7% | -418.5% | +14.8% |
| All | +301.6% | +2,658.0% | -2,356.4% | +150.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling