+3,657.1%
MDT vs ALL
+3,667.9%
-10.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.5% | +1.5% |
| 7D | +3.2% | 0.0% | +3.2% | +3.2% |
| 30D | +9.5% | -1.5% | +11.0% | +9.9% |
| 3M | +16.0% | +23.6% | -7.6% | +8.8% |
| 6M | +0.2% | +22.3% | -22.1% | -5.8% |
| YTD | -0.3% | +26.5% | -26.8% | -7.4% |
| 1Y | +4.7% | +27.0% | -22.3% | -3.0% |
| 3Y | +26.5% | +149.6% | -123.0% | -4.9% |
| 5Y | -18.2% | +118.1% | -136.3% | -37.1% |
| 10Y | +40.0% | +369.0% | -328.9% | -13.4% |
| All | +3,657.1% | +3,667.9% | -10.7% | +1,223.4% |
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