+70.1%
MDT vs A
+302.9%
-232.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.3% | +1.7% |
| 7D | +1.0% | -0.5% | +1.5% | +1.2% |
| 30D | +9.2% | 0.0% | +9.2% | +9.0% |
| 3M | +14.5% | +16.7% | -2.2% | +7.5% |
| 6M | +37.3% | +54.8% | -17.5% | +14.6% |
| YTD | +9.8% | +28.8% | -19.0% | -1.9% |
| 1Y | +10.5% | +19.3% | -8.8% | +1.7% |
| 3Y | +57.4% | +65.5% | -8.1% | +22.0% |
| 5Y | +1.2% | +12.1% | -10.9% | -9.1% |
| All | +70.1% | +302.9% | -232.7% | -20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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