+224.1%
MDT vs ASX
+3,397.4%
-3,173.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.0% | +3.4% | -0.2% |
| 7D | -3.7% | +22.1% | -25.8% | -5.8% |
| 30D | +8.6% | -23.8% | +32.3% | +10.9% |
| 3M | +12.2% | -7.6% | +19.8% | +11.9% |
| 6M | +33.7% | +6.9% | +26.8% | +29.6% |
| YTD | +7.8% | +127.7% | -119.8% | -4.9% |
| 1Y | +8.9% | +144.5% | -135.6% | -4.8% |
| 3Y | +57.6% | +377.8% | -320.2% | +24.5% |
| 5Y | -0.7% | +498.2% | -498.9% | -24.9% |
| 10Y | +60.3% | +962.7% | -902.4% | +9.9% |
| All | +224.1% | +3,397.4% | -3,173.3% | +80.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling