+457.2%
GS vs MDT
+58.3%
+398.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +1.0% |
| 7D | +1.6% | +2.7% | -1.2% | +0.1% |
| 30D | +1.7% | +14.8% | -13.2% | -5.7% |
| 3M | -11.6% | +14.6% | -26.1% | -18.2% |
| 6M | -1.9% | +35.7% | -37.6% | -18.5% |
| YTD | +5.1% | +8.5% | -3.4% | -1.1% |
| 1Y | +16.4% | +13.3% | +3.1% | +6.6% |
| 3Y | +199.0% | +58.6% | +140.4% | +119.5% |
| 5Y | +157.4% | -2.6% | +160.0% | +151.7% |
| 10Y | +457.2% | +60.0% | +397.3% | +309.4% |
| All | +457.2% | +58.3% | +398.9% | +309.4% |
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 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