+185.8%
GS vs MDT
+54.6%
+131.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | +0.3% |
| 7D | -3.2% | +5.4% | -8.7% | -4.4% |
| 30D | -2.4% | +19.1% | -21.5% | -6.3% |
| 3M | -15.7% | +19.5% | -35.2% | -19.3% |
| 6M | -6.8% | +33.5% | -40.2% | -14.5% |
| YTD | -0.1% | +8.7% | -8.7% | -0.9% |
| 1Y | +12.1% | +16.8% | -4.7% | +7.7% |
| 3Y | +185.8% | +53.0% | +132.8% | +154.3% |
| All | +185.8% | +54.6% | +131.2% | +154.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling