+4.6%
F vs MDT
+32.5%
-27.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | -0.2% |
| 7D | +1.6% | +5.4% | -3.9% | +0.7% |
| 30D | +2.6% | +19.1% | -16.4% | +0.6% |
| 3M | -8.8% | +19.5% | -28.3% | -9.5% |
| 6M | +4.6% | +33.5% | -28.8% | +8.4% |
| All | +4.6% | +32.5% | -27.8% | +8.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling