+19.9%
MDT vs CAPR
+47.4%
-27.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +8.3% | -2.1% | +6.2% |
| 7D | +10.7% | +43.2% | -32.4% | +10.8% |
| 30D | +19.3% | +14.7% | +4.7% | +19.3% |
| 3M | +22.8% | +113.9% | -91.1% | +22.8% |
| 6M | +36.4% | -73.4% | +109.7% | +36.2% |
| YTD | +12.1% | -69.1% | +81.2% | +12.0% |
| 1Y | +19.9% | +47.2% | -27.3% | +21.0% |
| All | +19.9% | +47.4% | -27.5% | +21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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