+130.7%
C vs MDT
-17.7%
+148.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.5% | -0.8% |
| 7D | +3.6% | +3.2% | +0.4% | +2.4% |
| 30D | +0.1% | +9.5% | -9.5% | -3.5% |
| 3M | +2.4% | +16.0% | -13.6% | -3.8% |
| 6M | +24.9% | +0.2% | +24.7% | +24.6% |
| YTD | +19.8% | -0.3% | +20.1% | +19.3% |
| 1Y | +44.9% | +4.7% | +40.1% | +40.8% |
| 3Y | +263.0% | +26.5% | +236.4% | +219.6% |
| All | +130.7% | -17.7% | +148.4% | +143.5% |
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