+1,618.0%
LITE vs MDT
+60.2%
+1,557.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.0% | +9.7% | +10.3% |
| 7D | -12.9% | +3.5% | -16.4% | -14.4% |
| 30D | -46.0% | +16.2% | -62.1% | -50.0% |
| 3M | -33.0% | +18.9% | -51.9% | -39.4% |
| 6M | -34.0% | +37.3% | -71.4% | -46.2% |
| YTD | +61.7% | +9.7% | +52.0% | +50.3% |
| 1Y | +148.3% | +15.2% | +133.1% | +124.6% |
| 3Y | +1,408.5% | +61.8% | +1,346.7% | +978.6% |
| 5Y | +546.2% | -1.4% | +547.5% | +519.5% |
| All | +1,618.0% | +60.2% | +1,557.9% | +1,155.4% |
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 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