+20.8%
MCD vs MDT
+0.7%
+20.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -1.2% |
| 7D | -1.6% | +1.0% | -2.7% | -2.0% |
| 30D | +14.1% | +9.2% | +5.0% | +11.3% |
| 3M | +0.6% | +14.5% | -13.9% | -3.3% |
| 6M | 0.0% | +37.3% | -37.3% | -8.8% |
| YTD | -9.3% | +9.8% | -19.1% | -12.1% |
| 1Y | -9.3% | +10.5% | -19.8% | -12.3% |
| 3Y | +8.6% | +57.4% | -48.8% | -6.1% |
| All | +20.8% | +0.7% | +20.1% | +20.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling