+14.6%
MDT vs B
+24.4%
-9.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.2% | -3.2% | +0.7% |
| 7D | +3.5% | +11.3% | -7.8% | +2.9% |
| 30D | +16.2% | +2.9% | +13.2% | +15.7% |
| 3M | +18.9% | -2.9% | +21.8% | +18.4% |
| 6M | +37.3% | -1.2% | +38.5% | +36.5% |
| YTD | +9.7% | -1.3% | +11.1% | +6.8% |
| All | +14.6% | +24.4% | -9.8% | +7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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