+10.5%
MCD vs MDT
+54.6%
-44.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | +0.4% |
| 7D | +7.1% | +5.4% | +1.7% | +5.5% |
| 30D | +19.8% | +19.1% | +0.7% | +14.0% |
| 3M | +0.8% | +19.5% | -18.6% | -4.2% |
| 6M | -1.3% | +33.5% | -34.8% | -9.1% |
| YTD | -7.8% | +8.7% | -16.4% | -10.2% |
| 1Y | -5.0% | +16.8% | -21.7% | -9.5% |
| 3Y | +10.5% | +53.0% | -42.4% | -2.4% |
| All | +10.5% | +54.6% | -44.0% | -2.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling