-19.5%
MDT vs A
-16.2%
-3.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.1% |
| 7D | -0.3% | -4.4% | +4.1% | +0.9% |
| 30D | +2.8% | -2.7% | +5.4% | +3.4% |
| 3M | +13.1% | +7.0% | +6.1% | +10.7% |
| 6M | +2.3% | +24.6% | -22.3% | -4.6% |
| YTD | -2.7% | +7.0% | -9.7% | -5.2% |
| 1Y | +0.9% | +15.6% | -14.7% | -4.3% |
| 3Y | +26.8% | +29.9% | -3.1% | +13.0% |
| 5Y | -19.5% | -15.4% | -4.1% | -17.7% |
| All | -19.5% | -16.2% | -3.2% | -17.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling