+22.5%
MA vs MDT
+20.2%
+2.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +6.1% | -2.2% | +2.5% |
| 7D | +10.2% | +10.7% | -0.5% | +7.7% |
| 30D | +19.3% | +19.3% | 0.0% | +15.1% |
| 3M | +18.0% | +22.8% | -4.8% | +13.3% |
| 6M | +33.7% | +36.4% | -2.7% | +26.7% |
| YTD | +18.6% | +12.1% | +6.5% | +13.9% |
| 1Y | +22.5% | +19.9% | +2.6% | +16.8% |
| All | +22.5% | +20.2% | +2.2% | +16.8% |
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