+30.2%
MDT vs AS
+133.7%
-103.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +0.1% |
| 7D | +8.0% | +7.1% | +0.8% | +7.3% |
| 30D | +20.4% | +12.8% | +7.6% | +19.1% |
| 3M | +22.9% | -14.7% | +37.7% | +24.4% |
| 6M | +37.1% | -9.9% | +47.1% | +38.0% |
| YTD | +11.9% | -16.1% | +28.1% | +13.0% |
| 1Y | +19.8% | +0.2% | +19.7% | +19.1% |
| All | +30.2% | +133.7% | -103.5% | +20.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling