+67.2%
F vs MDT
+60.0%
+7.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.2% | -2.5% |
| 7D | -3.9% | -3.7% | -0.2% | -1.9% |
| 30D | -0.5% | +8.6% | -9.0% | -5.0% |
| 3M | -12.9% | +12.2% | -25.1% | -18.5% |
| 6M | +1.5% | +33.7% | -32.2% | -14.8% |
| YTD | -5.0% | +7.8% | -12.8% | -10.1% |
| 1Y | -7.3% | +8.9% | -16.2% | -12.9% |
| 3Y | +45.3% | +57.6% | -12.4% | +7.7% |
| 5Y | -15.8% | -0.7% | -15.1% | -18.5% |
| All | +67.2% | +60.0% | +7.2% | +25.0% |
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 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