+1.9%
MDT vs COMP
-53.0%
+54.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -7.4% | +6.2% | -0.7% |
| 7D | +2.7% | +7.2% | -4.4% | +2.2% |
| 30D | +14.8% | +6.4% | +8.4% | +14.1% |
| 3M | +14.6% | -19.4% | +34.0% | +15.9% |
| 6M | +35.7% | +14.6% | +21.2% | +33.6% |
| YTD | +8.5% | -5.5% | +14.0% | +7.4% |
| 1Y | +13.3% | +13.7% | -0.4% | +10.6% |
| 3Y | +58.6% | +409.7% | -351.1% | +34.4% |
| 5Y | -2.6% | -17.0% | +14.4% | -11.8% |
| All | +1.9% | -53.0% | +54.9% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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