+105.9%
C vs MDT
-2.9%
+108.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.4% | +1.6% |
| 7D | -2.4% | +5.4% | -7.8% | -4.4% |
| 30D | -6.0% | +19.1% | -25.0% | -12.2% |
| 3M | -10.5% | +19.5% | -30.0% | -16.8% |
| 6M | -5.7% | +33.5% | -39.2% | -16.5% |
| YTD | +4.1% | +8.7% | -4.6% | +0.1% |
| 1Y | +20.5% | +16.8% | +3.7% | +12.0% |
| 3Y | +208.1% | +53.0% | +155.1% | +149.8% |
| All | +105.9% | -2.9% | +108.8% | +92.0% |
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