+13.3%
MDT vs AS
+6.1%
+7.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.7% | -0.9% |
| 7D | +2.7% | +4.5% | -1.8% | +2.0% |
| 30D | +14.8% | +13.2% | +1.6% | +12.6% |
| 3M | +14.6% | -11.9% | +26.5% | +16.2% |
| 6M | +35.7% | -11.6% | +47.3% | +37.2% |
| YTD | +8.5% | -14.7% | +23.2% | +9.2% |
| 1Y | +13.3% | +5.7% | +7.6% | +8.1% |
| All | +13.3% | +6.1% | +7.2% | +8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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