+8,795.5%
MDT vs B
+753.6%
+8,041.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.2% | -3.2% | +0.8% |
| 7D | +3.5% | +11.3% | -7.8% | +3.1% |
| 30D | +16.2% | +2.9% | +13.2% | +16.0% |
| 3M | +18.9% | -2.9% | +21.8% | +18.9% |
| 6M | +37.3% | -1.2% | +38.5% | +37.0% |
| YTD | +9.7% | -1.3% | +11.1% | +9.4% |
| 1Y | +15.2% | +30.4% | -15.2% | +13.5% |
| 3Y | +61.8% | +195.3% | -133.5% | +53.5% |
| 5Y | -1.4% | +146.2% | -147.6% | -6.1% |
| 10Y | +61.6% | +200.5% | -138.9% | +51.6% |
| All | +8,795.5% | +753.6% | +8,041.8% | +8,390.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling