-8.6%
MCD vs MDT
+9.8%
-18.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.2% |
| 7D | -1.6% | -3.7% | +2.1% | -0.4% |
| 30D | +16.0% | +8.6% | +7.5% | +13.4% |
| 3M | 0.0% | +12.2% | -12.2% | -3.1% |
| 6M | +0.9% | +33.7% | -32.8% | -5.4% |
| YTD | -8.7% | +7.8% | -16.5% | -11.6% |
| 1Y | -8.6% | +8.9% | -17.5% | -11.6% |
| All | -8.6% | +9.8% | -18.4% | -11.6% |
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 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