+739.4%
GLD vs MDT
+232.3%
+507.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.1% | -0.7% |
| 7D | +4.7% | +5.4% | -0.7% | +4.6% |
| 30D | -0.9% | +19.1% | -19.9% | -1.3% |
| 3M | -4.4% | +19.5% | -23.9% | -4.8% |
| 6M | -13.6% | +33.5% | -47.0% | -14.1% |
| YTD | -6.0% | +8.7% | -14.7% | -6.2% |
| 1Y | +1.8% | +16.8% | -15.0% | +1.4% |
| 3Y | +103.2% | +53.0% | +50.2% | +101.5% |
| 5Y | +119.3% | -2.9% | +122.2% | +118.2% |
| 10Y | +199.5% | +61.4% | +138.1% | +196.1% |
| All | +739.4% | +232.3% | +507.1% | +703.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling