+1,493.1%
LITE vs MDT
+62.9%
+1,430.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.9% | -6.3% | -5.2% |
| 7D | +10.8% | +1.0% | +9.7% | +10.3% |
| 30D | -33.4% | +9.2% | -42.6% | -36.5% |
| 3M | -32.2% | +14.5% | -46.7% | -37.5% |
| 6M | -42.1% | +37.3% | -79.4% | -52.7% |
| YTD | +61.9% | +9.8% | +52.0% | +50.2% |
| 1Y | +163.0% | +10.5% | +152.5% | +143.5% |
| 3Y | +1,358.0% | +57.4% | +1,300.6% | +957.1% |
| 5Y | +549.9% | +1.2% | +548.7% | +513.2% |
| All | +1,493.1% | +62.9% | +1,430.2% | +1,042.2% |
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