+137.5%
MDT vs AR
-27.2%
+164.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.9% | +1.2% |
| 7D | +3.2% | +2.5% | +0.7% | +3.0% |
| 30D | +9.5% | +14.8% | -5.3% | +8.4% |
| 3M | +16.0% | +6.2% | +9.8% | +15.3% |
| 6M | +0.2% | +4.3% | -4.1% | -0.3% |
| YTD | -0.3% | +14.4% | -14.6% | -1.6% |
| 1Y | +4.7% | +21.3% | -16.6% | +2.7% |
| 3Y | +26.5% | +39.8% | -13.3% | +21.2% |
| 5Y | -18.2% | +142.1% | -160.3% | -26.2% |
| 10Y | +40.0% | +52.0% | -12.0% | +13.9% |
| All | +137.5% | -27.2% | +164.7% | +105.4% |
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 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