+70.1%
MDT vs CAPR
-65.7%
+135.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -6.9% | +8.8% | +1.9% |
| 7D | +1.0% | +5.9% | -4.8% | +1.0% |
| 30D | +9.2% | +44.6% | -35.5% | +8.8% |
| 3M | +14.5% | +126.4% | -111.9% | +13.6% |
| 6M | +37.3% | -68.6% | +105.9% | +37.6% |
| YTD | +9.8% | -67.0% | +76.8% | +9.9% |
| 1Y | +10.5% | +65.2% | -54.6% | +7.5% |
| 3Y | +57.4% | +235.6% | -178.1% | +49.5% |
| 5Y | +1.2% | +175.4% | -174.3% | -4.4% |
| All | +70.1% | -65.7% | +135.8% | +51.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling