+2,331.0%
LITE vs MDT
+39.7%
+2,291.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.1% | +2.8% | +3.5% |
| 7D | -1.5% | +3.2% | -4.8% | -3.1% |
| 30D | +6.7% | +9.5% | -2.9% | +1.5% |
| 3M | -6.8% | +16.0% | -22.7% | -15.4% |
| 6M | +29.4% | +0.2% | +29.2% | +27.1% |
| YTD | +139.1% | -0.3% | +139.4% | +135.2% |
| 1Y | +521.0% | +4.7% | +516.3% | +491.5% |
| 3Y | +1,535.3% | +26.5% | +1,508.7% | +1,257.2% |
| 5Y | +889.8% | -18.2% | +908.0% | +962.5% |
| All | +2,331.0% | +39.7% | +2,291.3% | +1,908.2% |
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