+61.8%
MDT vs CAPR
+242.0%
-180.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +9.4% | -8.5% | +1.0% |
| 7D | +3.5% | +36.0% | -32.5% | +3.5% |
| 30D | +16.2% | +25.8% | -9.6% | +16.1% |
| 3M | +18.9% | +140.8% | -121.9% | +18.6% |
| 6M | +37.3% | -67.6% | +104.9% | +37.3% |
| YTD | +9.7% | -65.9% | +75.6% | +9.7% |
| 1Y | +15.2% | +66.1% | -50.9% | +14.1% |
| 3Y | +61.8% | +256.9% | -195.1% | +61.2% |
| All | +61.8% | +242.0% | -180.2% | +61.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling