+2.5%
MDT vs ALL
+28.8%
-26.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | -1.6% | -4.3% | +2.7% | -0.6% |
| 30D | +1.0% | -3.6% | +4.6% | +1.9% |
| 3M | +15.2% | +13.2% | +2.0% | +12.4% |
| 6M | +3.7% | +22.5% | -18.8% | -0.2% |
| YTD | -3.0% | +22.7% | -25.7% | -6.8% |
| 1Y | +2.5% | +28.3% | -25.8% | -2.8% |
| All | +2.5% | +28.8% | -26.4% | -2.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling