+216.0%
C vs MDT
+57.0%
+159.0%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.6% |
| 7D | +4.2% | +1.0% | +3.1% | +3.9% |
| 30D | +2.0% | +9.2% | -7.2% | -0.7% |
| 3M | -10.1% | +14.5% | -24.6% | -13.9% |
| 6M | +1.0% | +37.3% | -36.3% | -9.1% |
| YTD | +8.5% | +9.8% | -1.3% | +5.3% |
| 1Y | +25.7% | +10.5% | +15.2% | +21.6% |
| 3Y | +216.0% | +57.4% | +158.6% | +175.3% |
| All | +216.0% | +57.0% | +159.0% | +175.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling