+411.0%
MDT vs AU
+789.2%
-378.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.2% | -0.6% |
| 7D | -0.3% | +0.6% | -1.0% | -0.3% |
| 30D | +2.8% | +12.3% | -9.5% | +2.1% |
| 3M | +13.1% | +29.4% | -16.3% | +11.5% |
| 6M | +2.3% | +3.2% | -0.9% | +1.8% |
| YTD | -2.7% | +31.8% | -34.5% | -4.5% |
| 1Y | +0.9% | +83.4% | -82.5% | -2.7% |
| 3Y | +26.8% | +623.1% | -596.3% | +13.6% |
| 5Y | -19.5% | +700.5% | -720.0% | -28.8% |
| 10Y | +40.6% | +717.6% | -677.0% | +21.1% |
| All | +411.0% | +789.2% | -378.2% | +330.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling