+172.1%
MDT vs CAPR
-99.1%
+271.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.1% | +1.1% |
| 7D | +3.2% | -2.0% | +5.2% | +3.2% |
| 30D | +9.5% | +139.2% | -129.7% | +8.7% |
| 3M | +16.0% | -66.4% | +82.3% | +16.3% |
| 6M | +0.2% | -63.1% | +63.3% | +0.3% |
| YTD | -0.3% | -67.4% | +67.2% | -0.1% |
| 1Y | +4.7% | +58.2% | -53.5% | +2.0% |
| 3Y | +26.5% | +42.2% | -15.7% | +22.0% |
| 5Y | -18.2% | +87.3% | -105.4% | -21.7% |
| 10Y | +40.0% | -75.3% | +115.3% | +30.9% |
| All | +172.1% | -99.1% | +271.2% | +145.0% |
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