+27.5%
MDT vs ALL
+150.3%
-122.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.5% | -1.3% |
| 7D | +0.4% | -1.7% | +2.1% | +0.8% |
| 30D | +6.0% | -4.7% | +10.7% | +7.2% |
| 3M | +15.5% | +18.4% | -2.8% | +10.8% |
| 6M | +3.4% | +20.5% | -17.1% | -1.4% |
| YTD | -2.2% | +23.5% | -25.7% | -7.4% |
| 1Y | +2.6% | +29.0% | -26.4% | -4.2% |
| 3Y | +27.5% | +153.7% | -126.2% | +1.7% |
| All | +27.5% | +150.3% | -122.8% | +1.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling