+3,987.2%
MDT vs ALL
+3,705.7%
+281.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | -3.2% | -2.6% | -0.6% | -2.5% |
| 30D | +10.5% | +12.7% | -2.2% | +6.7% |
| 3M | +13.0% | +0.4% | +12.6% | +12.8% |
| 6M | +38.7% | +23.8% | +14.9% | +30.0% |
| YTD | +8.5% | +27.8% | -19.3% | +0.4% |
| 1Y | +10.0% | +28.9% | -18.8% | +1.5% |
| 3Y | +58.6% | +113.9% | -55.3% | +24.8% |
| 5Y | -0.3% | +157.4% | -157.7% | -26.9% |
| 10Y | +61.3% | +369.0% | -307.7% | -0.3% |
| All | +3,987.2% | +3,705.7% | +281.5% | +1,335.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling