-1.4%
MDT vs CAPR
+160.6%
-162.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +9.4% | -8.5% | +0.9% |
| 7D | +3.5% | +36.0% | -32.5% | +3.4% |
| 30D | +16.2% | +25.8% | -9.6% | +16.0% |
| 3M | +18.9% | +140.8% | -121.9% | +18.3% |
| 6M | +37.3% | -67.6% | +104.9% | +37.4% |
| YTD | +9.7% | -65.9% | +75.6% | +9.8% |
| 1Y | +15.2% | +66.1% | -50.9% | +13.0% |
| 3Y | +61.8% | +256.9% | -195.1% | +49.1% |
| 5Y | -1.4% | +172.1% | -173.5% | -10.8% |
| All | -1.4% | +160.6% | -162.0% | -10.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling