+319.3%
MDT vs A
+539.8%
-220.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.2% |
| 7D | -3.7% | +0.7% | -4.4% | -3.8% |
| 30D | +8.6% | +0.8% | +7.8% | +8.3% |
| 3M | +12.2% | +16.9% | -4.7% | +8.6% |
| 6M | +33.7% | +53.8% | -20.0% | +22.4% |
| YTD | +7.8% | +28.1% | -20.3% | +2.0% |
| 1Y | +8.9% | +15.0% | -6.1% | +5.1% |
| 3Y | +57.6% | +63.1% | -5.5% | +40.9% |
| 5Y | -0.7% | +11.5% | -12.1% | -5.7% |
| 10Y | +60.3% | +303.2% | -242.9% | +22.0% |
| All | +319.3% | +539.8% | -220.4% | +156.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling