+286.5%
C vs MDT
+39.9%
+246.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | +0.5% |
| 7D | +3.2% | +0.4% | +2.8% | +2.9% |
| 30D | +1.3% | +6.0% | -4.7% | -2.6% |
| 3M | +3.1% | +15.5% | -12.4% | -6.8% |
| 6M | +29.6% | +3.4% | +26.2% | +25.4% |
| YTD | +19.0% | -2.2% | +21.1% | +18.8% |
| 1Y | +45.6% | +2.6% | +43.1% | +40.2% |
| 3Y | +269.3% | +27.5% | +241.8% | +197.5% |
| 5Y | +131.6% | -20.1% | +151.6% | +160.7% |
| 10Y | +286.5% | +39.1% | +247.5% | +205.3% |
| All | +286.5% | +39.9% | +246.7% | +205.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling