+95.1%
F vs MDT
+40.7%
+54.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.3% | +0.8% |
| 7D | +5.3% | +3.2% | +2.1% | +3.5% |
| 30D | +4.6% | +9.5% | -4.9% | -0.6% |
| 3M | -3.7% | +16.0% | -19.6% | -11.7% |
| 6M | +16.8% | +0.2% | +16.6% | +15.9% |
| YTD | +15.3% | -0.3% | +15.6% | +14.2% |
| 1Y | +31.0% | +4.7% | +26.3% | +25.8% |
| 3Y | +45.4% | +26.5% | +18.9% | +23.0% |
| 5Y | +54.7% | -18.2% | +72.9% | +67.5% |
| All | +95.1% | +40.7% | +54.4% | +57.0% |
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