+287.8%
MDT vs A
+457.0%
-169.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.6% | +1.0% |
| 7D | +3.2% | -1.9% | +5.2% | +3.6% |
| 30D | +9.5% | +6.9% | +2.6% | +8.1% |
| 3M | +16.0% | +9.2% | +6.7% | +13.9% |
| 6M | +0.2% | +25.7% | -25.5% | -4.6% |
| YTD | -0.3% | +11.5% | -11.8% | -3.0% |
| 1Y | +4.7% | +18.4% | -13.6% | +0.6% |
| 3Y | +26.5% | +26.6% | -0.1% | +18.8% |
| 5Y | -18.2% | -12.8% | -5.4% | -18.6% |
| 10Y | +40.0% | +247.2% | -207.2% | +9.8% |
| All | +287.8% | +457.0% | -169.2% | +143.9% |
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 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