+211.3%
MCD vs MDT
+62.0%
+149.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.8% | +1.4% |
| 7D | +5.9% | +3.5% | +2.4% | +4.5% |
| 30D | +19.6% | +16.2% | +3.5% | +12.7% |
| 3M | +3.3% | +18.9% | -15.6% | -3.7% |
| 6M | +3.5% | +37.3% | -33.8% | -9.4% |
| YTD | -6.1% | +9.7% | -15.9% | -10.2% |
| 1Y | -3.7% | +15.2% | -18.8% | -9.8% |
| 3Y | +13.4% | +61.8% | -48.4% | -9.6% |
| 5Y | +25.2% | -1.4% | +26.5% | +22.9% |
| 10Y | +211.3% | +61.6% | +149.7% | +139.7% |
| All | +211.3% | +62.0% | +149.3% | +139.7% |
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