+6,406.5%
MCD vs MDT
+8,606.5%
-2,200.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.3% |
| 7D | -1.6% | -3.7% | +2.1% | -0.7% |
| 30D | +16.0% | +8.6% | +7.5% | +13.7% |
| 3M | 0.0% | +12.2% | -12.2% | -2.9% |
| 6M | +0.9% | +33.7% | -32.8% | -6.4% |
| YTD | -8.7% | +7.8% | -16.5% | -10.8% |
| 1Y | -8.6% | +8.9% | -17.5% | -10.9% |
| 3Y | +9.9% | +57.6% | -47.8% | -3.0% |
| 5Y | +22.6% | -0.7% | +23.3% | +20.2% |
| 10Y | +204.6% | +60.3% | +144.4% | +164.5% |
| All | +6,406.5% | +8,606.5% | -2,200.0% | +1,993.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling