+1,346.4%
MU vs MDT
-20.5%
+1,366.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.5% | +3.3% | +2.9% |
| 7D | +7.5% | -0.3% | +7.8% | +7.6% |
| 30D | +19.4% | +2.8% | +16.6% | +18.5% |
| 3M | +9.8% | +13.1% | -3.3% | +5.6% |
| 6M | +164.1% | +2.3% | +161.8% | +164.0% |
| YTD | +260.3% | -2.7% | +263.0% | +268.2% |
| 1Y | +661.2% | +0.9% | +660.3% | +663.7% |
| 3Y | +1,380.8% | +26.8% | +1,354.0% | +1,214.5% |
| 5Y | +1,346.4% | -19.5% | +1,365.8% | +1,393.0% |
| All | +1,346.4% | -20.5% | +1,366.9% | +1,393.0% |
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