+8,801.5%
MDT vs BEN
+5,152.6%
+3,648.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.4% | +1.7% |
| 7D | +1.0% | +6.8% | -5.7% | -0.8% |
| 30D | +9.2% | +18.0% | -8.8% | +4.3% |
| 3M | +14.5% | +7.5% | +7.0% | +12.0% |
| 6M | +37.3% | +14.7% | +22.6% | +31.6% |
| YTD | +9.8% | +56.1% | -46.3% | -3.7% |
| 1Y | +10.5% | +69.6% | -59.1% | -5.3% |
| 3Y | +57.4% | +87.7% | -30.2% | +28.0% |
| 5Y | +1.2% | +28.6% | -27.5% | -10.4% |
| 10Y | +63.2% | +59.8% | +3.4% | +28.4% |
| All | +8,801.5% | +5,152.6% | +3,648.9% | +2,113.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling