+124.7%
LITE vs MDT
+16.7%
+108.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.9% | +8.6% | +3.2% |
| 7D | -35.9% | +5.4% | -41.4% | -32.3% |
| 30D | -51.5% | +19.1% | -70.6% | -43.7% |
| 3M | -35.7% | +19.5% | -55.2% | -25.6% |
| 6M | -43.0% | +33.5% | -76.4% | -32.3% |
| YTD | +46.1% | +8.7% | +37.4% | +110.8% |
| 1Y | +124.7% | +16.8% | +107.9% | +199.2% |
| All | +124.7% | +16.7% | +108.0% | +199.2% |
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 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