+104.1%
GLD vs MDT
+0.7%
+103.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | 0.0% |
| 7D | -4.6% | +1.0% | -5.6% | -4.7% |
| 30D | -5.5% | +9.2% | -14.6% | -6.1% |
| 3M | -10.9% | +14.5% | -25.4% | -11.8% |
| 6M | -17.4% | +37.3% | -54.7% | -19.6% |
| YTD | -10.3% | +9.8% | -20.1% | -11.1% |
| 1Y | -7.2% | +10.5% | -17.7% | -8.0% |
| 3Y | +96.9% | +57.4% | +39.5% | +90.5% |
| All | +104.1% | +0.7% | +103.4% | +97.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling