+79.8%
F vs MDT
+59.2%
+20.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | +0.9% |
| 7D | +1.6% | +5.4% | -3.9% | -1.5% |
| 30D | +2.6% | +19.1% | -16.4% | -7.0% |
| 3M | -8.8% | +19.5% | -28.3% | -17.6% |
| 6M | +4.6% | +33.5% | -28.8% | -12.1% |
| YTD | -1.9% | +8.7% | -10.6% | -7.5% |
| 1Y | -0.8% | +16.8% | -17.5% | -10.5% |
| 3Y | +43.5% | +53.0% | -9.5% | +8.5% |
| 5Y | -12.1% | -2.9% | -9.2% | -13.8% |
| All | +79.8% | +59.2% | +20.6% | +33.8% |
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