+19.4%
GLD vs MDT
+3.5%
+15.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -1.5% |
| 7D | +0.7% | +0.4% | +0.4% | +0.7% |
| 30D | +0.3% | +6.0% | -5.7% | -0.5% |
| 3M | +0.6% | +15.5% | -14.9% | -1.7% |
| 6M | -15.6% | +3.4% | -19.0% | -15.2% |
| YTD | +0.9% | -2.2% | +3.0% | +1.8% |
| 1Y | +19.4% | +2.6% | +16.8% | +21.4% |
| All | +19.4% | +3.5% | +15.9% | +21.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling