+15,614.6%
MA vs MDT
+223.8%
+15,390.8%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | +1.2% |
| 7D | +2.3% | +5.4% | -3.1% | -0.9% |
| 30D | +14.7% | +19.1% | -4.4% | +3.4% |
| 3M | +13.5% | +19.5% | -6.0% | +1.8% |
| 6M | +33.1% | +33.5% | -0.3% | +11.0% |
| YTD | +15.1% | +8.7% | +6.4% | +7.7% |
| 1Y | +18.7% | +16.8% | +1.9% | +6.1% |
| 3Y | +72.1% | +53.0% | +19.1% | +27.5% |
| 5Y | +92.8% | -2.9% | +95.7% | +86.3% |
| 10Y | +571.6% | +61.4% | +510.2% | +374.9% |
| All | +15,614.6% | +223.8% | +15,390.8% | +6,876.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling