+438.8%
GS vs MDT
+62.9%
+375.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.5% | -0.6% |
| 7D | +5.9% | +1.0% | +4.8% | +5.3% |
| 30D | +4.3% | +9.2% | -4.9% | -0.6% |
| 3M | -11.7% | +14.5% | -26.1% | -18.2% |
| 6M | -3.2% | +37.3% | -40.5% | -20.1% |
| YTD | +5.8% | +9.8% | -4.0% | -1.1% |
| 1Y | +16.0% | +10.5% | +5.5% | +7.8% |
| 3Y | +199.8% | +57.4% | +142.3% | +120.7% |
| 5Y | +155.5% | +1.2% | +154.4% | +144.1% |
| All | +438.8% | +62.9% | +375.9% | +288.1% |
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 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