+139,197.7%
MSFT vs MDT
+8,659.9%
+130,537.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | -6.2% | -3.2% | -3.0% | -5.2% |
| 30D | -3.7% | +10.5% | -14.2% | -7.1% |
| 3M | +3.6% | +13.0% | -9.3% | -0.9% |
| 6M | +26.8% | +38.7% | -11.9% | +12.3% |
| YTD | +8.4% | +8.5% | 0.0% | +4.1% |
| 1Y | +3.3% | +10.0% | -6.8% | -1.5% |
| 3Y | +44.3% | +58.6% | -14.3% | +18.9% |
| 5Y | +63.3% | -0.3% | +63.6% | +57.6% |
| 10Y | +894.4% | +61.3% | +833.1% | +703.2% |
| All | +139,197.7% | +8,659.9% | +130,537.8% | +24,009.8% |
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 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