+51.2%
MSFT vs MDT
+28.1%
+23.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -1.0% |
| 7D | -1.4% | +0.4% | -1.8% | -1.4% |
| 30D | -1.0% | +6.0% | -7.0% | -1.4% |
| 3M | +20.2% | +15.5% | +4.7% | +19.0% |
| 6M | +21.3% | +3.4% | +17.9% | +21.2% |
| YTD | +2.8% | -2.2% | +4.9% | +3.0% |
| 1Y | 0.0% | +2.6% | -2.6% | -0.5% |
| 3Y | +51.2% | +27.5% | +23.7% | +50.2% |
| All | +51.2% | +28.1% | +23.1% | +50.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling