+0.9%
MDT vs AR
+21.2%
-20.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -0.3% | -1.2% | +0.9% | -0.3% |
| 30D | +2.8% | +5.5% | -2.8% | +2.6% |
| 3M | +13.1% | +12.9% | +0.2% | +12.6% |
| 6M | +2.3% | +0.1% | +2.3% | +2.3% |
| YTD | -2.7% | +13.5% | -16.2% | -3.6% |
| 1Y | +0.9% | +21.6% | -20.7% | +0.4% |
| All | +0.9% | +21.2% | -20.3% | +0.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling