+505.6%
MA vs MDT
+39.9%
+465.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -0.3% |
| 7D | -1.8% | +0.4% | -2.1% | -2.0% |
| 30D | +1.4% | +6.0% | -4.6% | -2.3% |
| 3M | +17.7% | +15.5% | +2.2% | +7.2% |
| 6M | +9.7% | +3.4% | +6.3% | +6.3% |
| YTD | +0.5% | -2.2% | +2.7% | +0.5% |
| 1Y | -2.1% | +2.6% | -4.7% | -5.5% |
| 3Y | +40.1% | +27.5% | +12.6% | +13.8% |
| 5Y | +67.5% | -20.1% | +87.6% | +88.4% |
| 10Y | +505.6% | +39.1% | +466.5% | +375.8% |
| All | +505.6% | +39.9% | +465.7% | +375.8% |
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 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