+81.0%
F vs MDT
+62.0%
+19.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.3% | +0.1% |
| 7D | -0.6% | +3.5% | -4.2% | -2.6% |
| 30D | +2.9% | +16.2% | -13.3% | -5.5% |
| 3M | -9.5% | +18.9% | -28.4% | -18.0% |
| 6M | +4.0% | +37.3% | -33.3% | -14.0% |
| YTD | -1.3% | +9.7% | -11.0% | -7.5% |
| 1Y | -1.9% | +15.2% | -17.1% | -10.8% |
| 3Y | +53.5% | +61.8% | -8.3% | +12.2% |
| 5Y | -15.1% | -1.4% | -13.8% | -17.5% |
| 10Y | +81.0% | +61.6% | +19.4% | +34.3% |
| All | +81.0% | +62.0% | +19.0% | +34.3% |
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 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