-19.5%
MDT vs BEN
+40.0%
-59.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.2% |
| 7D | -0.3% | +3.4% | -3.7% | -1.1% |
| 30D | +2.8% | +1.8% | +1.0% | +2.3% |
| 3M | +13.1% | +8.4% | +4.7% | +10.8% |
| 6M | +2.3% | +35.6% | -33.3% | -5.2% |
| YTD | -2.7% | +46.4% | -49.1% | -11.8% |
| 1Y | +0.9% | +46.3% | -45.5% | -8.7% |
| 3Y | +26.8% | +54.6% | -27.8% | +11.0% |
| 5Y | -19.5% | +39.4% | -58.8% | -30.2% |
| All | -19.5% | +40.0% | -59.4% | -30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 5y: compounded portfolio wealth divided by compounded BEN 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…
5y analysis · Full analysis span regression · 6 months rolling