+60.0%
MDT vs AR
+52.4%
+7.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.3% | -4.5% | -0.5% |
| 7D | +2.7% | -5.8% | +8.5% | +3.1% |
| 30D | +14.8% | +4.8% | +10.0% | +14.3% |
| 3M | +14.6% | +1.5% | +13.0% | +14.2% |
| 6M | +35.7% | +4.7% | +31.0% | +34.9% |
| YTD | +8.5% | +9.2% | -0.7% | +7.2% |
| 1Y | +13.3% | +11.2% | +2.1% | +11.7% |
| 3Y | +58.6% | +46.2% | +12.3% | +51.3% |
| 5Y | -2.6% | +98.1% | -100.7% | -10.7% |
| 10Y | +60.0% | +54.5% | +5.4% | +22.8% |
| All | +60.0% | +52.4% | +7.6% | +22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 10y: compounded portfolio wealth divided by compounded AR 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…
10y analysis · Full analysis span regression · 6 months rolling