+1,163.5%
C vs MDT
+7,952.5%
-6,788.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.5% | -0.9% |
| 7D | +3.6% | +3.2% | +0.4% | +2.0% |
| 30D | +0.1% | +9.5% | -9.5% | -4.6% |
| 3M | +2.4% | +16.0% | -13.6% | -5.6% |
| 6M | +24.9% | +0.2% | +24.7% | +23.6% |
| YTD | +19.8% | -0.3% | +20.1% | +18.4% |
| 1Y | +44.9% | +4.7% | +40.1% | +39.2% |
| 3Y | +263.0% | +26.5% | +236.4% | +211.9% |
| 5Y | +129.5% | -18.2% | +147.7% | +143.0% |
| 10Y | +291.6% | +40.0% | +251.6% | +219.9% |
| All | +1,163.5% | +7,952.5% | -6,788.9% | +146.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling