-18.2%
MDT vs AU
+686.2%
-704.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.8% |
| 7D | -3.4% | -4.3% | +0.9% | -3.2% |
| 30D | +0.2% | +7.3% | -7.1% | -0.3% |
| 3M | +14.3% | +26.3% | -12.1% | +12.4% |
| 6M | +4.0% | +1.8% | +2.2% | +3.3% |
| YTD | -3.7% | +26.8% | -30.5% | -5.8% |
| 1Y | -0.4% | +66.7% | -67.0% | -4.3% |
| 3Y | +23.3% | +579.1% | -555.7% | +6.2% |
| All | -18.2% | +686.2% | -704.4% | -31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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