+64.6%
MSFT vs MDT
-3.0%
+67.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.9% | -0.3% |
| 7D | +1.7% | +5.4% | -3.8% | +0.3% |
| 30D | +0.2% | +19.1% | -18.9% | -4.2% |
| 3M | +6.4% | +19.5% | -13.1% | +1.5% |
| 6M | +28.7% | +33.5% | -4.8% | +19.0% |
| YTD | +10.4% | +8.7% | +1.7% | +7.8% |
| 1Y | +7.6% | +16.8% | -9.2% | +2.4% |
| 3Y | +52.3% | +53.0% | -0.7% | +26.9% |
| All | +64.6% | -3.0% | +67.5% | +63.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling