-48.8%
LITE vs MDT
+35.9%
-84.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -0.1% | -18.6% | -18.9% |
| 7D | -44.6% | +8.0% | -52.5% | -35.7% |
| 30D | -55.0% | +20.4% | -75.4% | -36.2% |
| 3M | -38.3% | +22.9% | -61.2% | -8.6% |
| 6M | -48.8% | +37.1% | -85.9% | -8.0% |
| All | -48.8% | +35.9% | -84.6% | -8.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling