-20.1%
MDT vs AR
+140.6%
-160.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.8% |
| 7D | +0.4% | -1.8% | +2.2% | +0.5% |
| 30D | +6.0% | +12.6% | -6.6% | +5.1% |
| 3M | +15.5% | +10.0% | +5.5% | +14.6% |
| 6M | +3.4% | +0.6% | +2.7% | +3.1% |
| YTD | -2.2% | +13.4% | -15.6% | -3.5% |
| 1Y | +2.6% | +21.7% | -19.1% | +0.5% |
| 3Y | +27.5% | +45.8% | -18.3% | +21.4% |
| 5Y | -20.1% | +144.3% | -164.3% | -26.0% |
| All | -20.1% | +140.6% | -160.7% | -26.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling