-20.1%
MDT vs ASX
+472.4%
-492.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +6.1% | -8.0% | -2.2% |
| 7D | +0.4% | +6.3% | -5.9% | +0.1% |
| 30D | +6.0% | +6.4% | -0.4% | +5.6% |
| 3M | +15.5% | +13.1% | +2.4% | +14.0% |
| 6M | +3.4% | +90.3% | -86.9% | -3.1% |
| YTD | -2.2% | +149.6% | -151.8% | -10.8% |
| 1Y | +2.6% | +249.2% | -246.6% | -9.9% |
| 3Y | +27.5% | +445.9% | -418.4% | +2.8% |
| 5Y | -20.1% | +477.7% | -497.8% | -38.3% |
| All | -20.1% | +472.4% | -492.5% | -38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ASX.
Daily Out/Under-Performance
Portfolio return minus ASX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASX 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 ASX 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