+40.6%
MDT vs ALL
+359.1%
-318.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.6% | -0.6% |
| 7D | -0.3% | -2.2% | +1.9% | +0.6% |
| 30D | +2.8% | -5.6% | +8.3% | +5.1% |
| 3M | +13.1% | +17.2% | -4.1% | +5.6% |
| 6M | +2.3% | +23.2% | -20.9% | -6.6% |
| YTD | -2.7% | +23.6% | -26.3% | -11.6% |
| 1Y | +0.9% | +29.2% | -28.3% | -10.3% |
| 3Y | +26.8% | +153.8% | -127.0% | -18.7% |
| 5Y | -19.5% | +116.1% | -135.5% | -46.1% |
| 10Y | +40.6% | +364.8% | -324.2% | -31.2% |
| All | +40.6% | +359.1% | -318.5% | -31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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