+180.0%
MCD vs MDT
+39.9%
+140.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.8% |
| 7D | -2.0% | +0.4% | -2.4% | -2.2% |
| 30D | -6.1% | +6.0% | -12.1% | -8.4% |
| 3M | -7.3% | +15.5% | -22.8% | -12.7% |
| 6M | -20.9% | +3.4% | -24.3% | -22.4% |
| YTD | -14.7% | -2.2% | -12.5% | -14.5% |
| 1Y | -16.1% | +2.6% | -18.7% | -17.7% |
| 3Y | -1.5% | +27.5% | -29.0% | -13.2% |
| 5Y | +20.4% | -20.1% | +40.5% | +29.5% |
| 10Y | +180.0% | +39.1% | +140.9% | +129.6% |
| All | +180.0% | +39.9% | +140.2% | +129.6% |
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