+53.0%
MDT vs COMP
+353.8%
-300.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +10.7% | -13.6% | -3.5% |
| 7D | +5.4% | +13.4% | -8.0% | +4.7% |
| 30D | +19.1% | +11.1% | +8.0% | +18.2% |
| 3M | +19.5% | -18.8% | +38.3% | +20.4% |
| 6M | +33.5% | +10.5% | +23.0% | +32.1% |
| YTD | +8.7% | -3.4% | +12.1% | +7.7% |
| 1Y | +16.8% | +19.7% | -2.9% | +14.2% |
| 3Y | +53.0% | +381.6% | -328.6% | +38.7% |
| All | +53.0% | +353.8% | -300.8% | +38.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling