-15.1%
MDT vs AUR
-36.7%
+21.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.3% | -0.2% |
| 7D | -1.6% | +0.2% | -1.7% | -1.6% |
| 30D | +1.0% | -8.9% | +10.0% | +1.3% |
| 3M | +15.2% | +4.6% | +10.6% | +14.7% |
| 6M | +3.7% | +44.9% | -41.2% | +1.1% |
| YTD | -3.0% | +64.8% | -67.8% | -6.2% |
| 1Y | +2.5% | +16.4% | -13.9% | +0.6% |
| 3Y | +26.5% | +85.1% | -58.6% | +16.2% |
| 5Y | -18.3% | -36.1% | +17.8% | -26.5% |
| All | -15.1% | -36.7% | +21.6% | -23.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling