+872.1%
MSFT vs MDT
+40.9%
+831.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | -3.5% | -1.6% | -1.9% | -2.8% |
| 30D | -2.1% | +1.0% | -3.1% | -2.6% |
| 3M | +24.2% | +15.2% | +9.0% | +16.3% |
| 6M | +21.9% | +3.7% | +18.2% | +19.0% |
| YTD | +2.5% | -3.0% | +5.4% | +2.7% |
| 1Y | -0.8% | +2.5% | -3.2% | -3.5% |
| 3Y | +50.8% | +26.5% | +24.3% | +28.5% |
| 5Y | +73.5% | -18.3% | +91.8% | +84.9% |
| All | +872.1% | +40.9% | +831.2% | +662.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 10y: compounded portfolio wealth divided by compounded MDT 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…
10y analysis · Full analysis span regression · 6 months rolling