+158.8%
MDT vs AR
-33.4%
+192.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.1% | -2.8% |
| 7D | +5.4% | -14.3% | +19.7% | +6.6% |
| 30D | +19.1% | +1.4% | +17.6% | +18.8% |
| 3M | +19.5% | +3.4% | +16.1% | +19.0% |
| 6M | +33.5% | -2.1% | +35.5% | +33.3% |
| YTD | +8.7% | +4.7% | +4.0% | +7.7% |
| 1Y | +16.8% | +10.6% | +6.2% | +15.2% |
| 3Y | +53.0% | +24.6% | +28.4% | +47.7% |
| 5Y | -2.9% | +71.9% | -74.8% | -10.1% |
| 10Y | +61.4% | +46.4% | +15.1% | +31.5% |
| All | +158.8% | -33.4% | +192.2% | +124.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling