+212.2%
GLD vs MDT
+62.0%
+150.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.8% |
| 7D | +4.9% | +3.5% | +1.4% | +4.8% |
| 30D | -1.3% | +16.2% | -17.5% | -1.8% |
| 3M | -4.8% | +18.9% | -23.7% | -5.4% |
| 6M | -12.5% | +37.3% | -49.8% | -13.6% |
| YTD | -4.2% | +9.7% | -14.0% | -4.7% |
| 1Y | +3.0% | +15.2% | -12.1% | +2.4% |
| 3Y | +109.1% | +61.8% | +47.3% | +106.2% |
| 5Y | +121.6% | -1.4% | +122.9% | +119.1% |
| 10Y | +212.2% | +61.6% | +150.6% | +204.8% |
| All | +212.2% | +62.0% | +150.3% | +204.8% |
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