+27.5%
MDT vs A
+29.5%
-2.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.7% | +0.8% | -1.3% |
| 7D | +0.4% | -2.1% | +2.4% | +0.9% |
| 30D | +6.0% | +0.6% | +5.4% | +5.7% |
| 3M | +15.5% | +10.9% | +4.6% | +12.4% |
| 6M | +3.4% | +28.2% | -24.8% | -3.4% |
| YTD | -2.2% | +8.6% | -10.7% | -4.5% |
| 1Y | +2.6% | +15.5% | -12.9% | -1.8% |
| 3Y | +27.5% | +31.8% | -4.3% | +12.9% |
| All | +27.5% | +29.5% | -2.0% | +12.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling