+196.1%
MDT vs CAPR
-98.9%
+294.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +26.5% | -26.5% | -0.2% |
| 7D | -3.2% | +25.8% | -29.0% | -3.4% |
| 30D | +10.5% | +50.2% | -39.7% | +10.2% |
| 3M | +13.0% | +185.5% | -172.5% | +11.9% |
| 6M | +38.7% | -64.8% | +103.5% | +38.8% |
| YTD | +8.5% | -61.1% | +69.6% | +8.5% |
| 1Y | +10.0% | +81.0% | -70.9% | +7.1% |
| 3Y | +58.6% | +300.7% | -242.1% | +51.7% |
| 5Y | -0.3% | +223.3% | -223.6% | -5.0% |
| 10Y | +61.3% | -58.8% | +120.0% | +50.1% |
| All | +196.1% | -98.9% | +294.9% | +166.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling