-0.3%
MDT vs ALL
+157.5%
-157.9%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.9% | -4.1% | -2.0% |
| 7D | +2.7% | -0.1% | +2.9% | +2.8% |
| 30D | +14.8% | +13.8% | +1.0% | +10.8% |
| 3M | +14.6% | -2.8% | +17.3% | +15.3% |
| 6M | +35.7% | +23.7% | +12.1% | +27.9% |
| YTD | +8.5% | +27.3% | -18.8% | +1.2% |
| 1Y | +13.3% | +30.5% | -17.3% | +4.8% |
| 3Y | +58.6% | +113.0% | -54.4% | +27.4% |
| All | -0.3% | +157.5% | -157.9% | -21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling