+19.9%
MDT vs AUR
-17.4%
+37.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -4.4% | +10.6% | +6.0% |
| 7D | +10.7% | -19.8% | +30.6% | +10.1% |
| 30D | +19.3% | -29.0% | +48.4% | +18.3% |
| 3M | +22.8% | -43.6% | +66.3% | +21.3% |
| 6M | +36.4% | -36.6% | +73.0% | +33.9% |
| YTD | +12.1% | +6.3% | +5.8% | +6.5% |
| 1Y | +19.9% | -9.0% | +29.0% | +14.6% |
| All | +19.9% | -17.4% | +37.3% | +14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 1y: compounded portfolio wealth divided by compounded AUR 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…
1y analysis · Full analysis span regression · 6 months rolling