+220.1%
C vs MDT
+62.0%
+158.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.0% | +1.5% | +1.8% |
| 7D | -0.9% | +3.5% | -4.4% | -3.2% |
| 30D | -5.4% | +16.2% | -21.6% | -14.3% |
| 3M | -9.2% | +18.9% | -28.1% | -19.2% |
| 6M | -1.8% | +37.3% | -39.1% | -21.3% |
| YTD | +6.7% | +9.7% | -3.1% | -1.5% |
| 1Y | +23.5% | +15.2% | +8.3% | +10.0% |
| 3Y | +219.8% | +61.8% | +158.0% | +118.0% |
| 5Y | +112.4% | -1.4% | +113.8% | +105.1% |
| 10Y | +220.1% | +61.6% | +158.5% | +128.4% |
| All | +220.1% | +62.0% | +158.1% | +128.4% |
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