+135.1%
ADI vs MDT
-20.5%
+155.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.1% | +0.8% |
| 7D | +2.6% | -0.3% | +2.9% | +2.8% |
| 30D | -4.6% | +2.8% | -7.4% | -5.9% |
| 3M | -9.5% | +13.1% | -22.6% | -15.3% |
| 6M | +14.8% | +2.3% | +12.5% | +13.0% |
| YTD | +35.8% | -2.7% | +38.5% | +37.0% |
| 1Y | +48.9% | +0.9% | +48.1% | +47.1% |
| 3Y | +115.6% | +26.8% | +88.7% | +87.5% |
| 5Y | +135.1% | -19.5% | +154.6% | +151.0% |
| All | +135.1% | -20.5% | +155.6% | +151.0% |
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