+269.2%
MDT vs NDAQ
+2,327.9%
-2,058.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +3.0% | +1.5% |
| 7D | +3.2% | -2.4% | +5.7% | +3.7% |
| 30D | +9.5% | +2.5% | +7.1% | +9.0% |
| 3M | +16.0% | +9.9% | +6.1% | +13.7% |
| 6M | +0.2% | +9.4% | -9.2% | -1.8% |
| YTD | -0.3% | +0.4% | -0.7% | -0.9% |
| 1Y | +4.7% | +4.0% | +0.7% | +3.2% |
| 3Y | +26.5% | +94.4% | -67.8% | +9.9% |
| 5Y | -18.2% | +56.7% | -74.9% | -26.5% |
| 10Y | +40.0% | +375.3% | -335.3% | +3.3% |
| All | +269.2% | +2,327.9% | -2,058.7% | +136.1% |
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 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