+139.3%
GS vs MDT
-2.9%
+142.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | +0.6% |
| 7D | -3.2% | +5.4% | -8.7% | -5.0% |
| 30D | -2.4% | +19.1% | -21.5% | -8.2% |
| 3M | -15.7% | +19.5% | -35.2% | -21.0% |
| 6M | -6.8% | +33.5% | -40.2% | -17.2% |
| YTD | -0.1% | +8.7% | -8.7% | -3.2% |
| 1Y | +12.1% | +16.8% | -4.7% | +5.0% |
| 3Y | +185.8% | +53.0% | +132.8% | +133.6% |
| All | +139.3% | -2.9% | +142.3% | +130.4% |
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 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