+232.7%
LITE vs MDT
+20.2%
+212.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +6.1% | -14.0% | -2.5% |
| 7D | -31.4% | +10.7% | -42.2% | -24.6% |
| 30D | -42.6% | +19.3% | -61.9% | -32.7% |
| 3M | -26.2% | +22.8% | -49.0% | -12.4% |
| 6M | -35.8% | +36.4% | -72.2% | -21.1% |
| YTD | +70.0% | +12.1% | +58.0% | +152.9% |
| 1Y | +232.7% | +19.9% | +212.8% | +368.4% |
| All | +232.7% | +20.2% | +212.5% | +368.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling