+7,983.2%
MDT vs B
+803.7%
+7,179.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.4% | +1.2% |
| 7D | +3.2% | -1.6% | +4.8% | +3.3% |
| 30D | +9.5% | +9.4% | +0.1% | +9.1% |
| 3M | +16.0% | +5.0% | +11.0% | +15.6% |
| 6M | +0.2% | -3.5% | +3.8% | +0.1% |
| YTD | -0.3% | +4.5% | -4.7% | -0.8% |
| 1Y | +4.7% | +67.8% | -63.1% | +2.1% |
| 3Y | +26.5% | +196.7% | -170.2% | +20.1% |
| 5Y | -18.2% | +151.9% | -170.1% | -22.2% |
| 10Y | +40.0% | +202.2% | -162.1% | +31.3% |
| All | +7,983.2% | +803.7% | +7,179.5% | +7,602.2% |
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