+141,733.1%
MSFT vs MDT
+8,676.3%
+133,056.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.9% | 0.0% |
| 7D | +1.7% | +5.4% | -3.8% | -0.2% |
| 30D | +0.2% | +19.1% | -18.9% | -5.9% |
| 3M | +6.4% | +19.5% | -13.1% | -0.3% |
| 6M | +28.7% | +33.5% | -4.8% | +15.5% |
| YTD | +10.4% | +8.7% | +1.7% | +5.9% |
| 1Y | +7.6% | +16.8% | -9.2% | +0.5% |
| 3Y | +52.3% | +53.0% | -0.7% | +27.2% |
| 5Y | +64.5% | -2.9% | +67.4% | +60.1% |
| 10Y | +917.8% | +61.4% | +856.4% | +721.8% |
| All | +141,733.1% | +8,676.3% | +133,056.8% | +24,429.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling