+106,206.6%
MU vs MDT
+7,952.5%
+98,254.2%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.1% | +4.9% | +5.6% |
| 7D | +9.0% | +3.2% | +5.8% | +7.4% |
| 30D | +13.8% | +9.5% | +4.3% | +9.0% |
| 3M | +2.1% | +16.0% | -13.9% | -6.3% |
| 6M | +153.8% | +0.2% | +153.6% | +146.9% |
| YTD | +256.4% | -0.3% | +256.7% | +247.5% |
| 1Y | +719.8% | +4.7% | +715.0% | +678.1% |
| 3Y | +1,360.4% | +26.5% | +1,333.8% | +1,145.0% |
| 5Y | +1,312.4% | -18.2% | +1,330.6% | +1,365.8% |
| 10Y | +6,142.6% | +40.0% | +6,102.6% | +4,946.2% |
| All | +106,206.6% | +7,952.5% | +98,254.2% | +13,167.2% |
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 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