+2.7%
MDT vs COMP
-10.9%
+13.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +1.7% |
| 7D | +1.0% | 0.0% | +1.0% | +1.0% |
| 30D | +9.2% | +16.6% | -7.4% | +7.8% |
| 3M | +14.5% | -23.5% | +38.0% | +16.3% |
| 6M | +37.3% | +25.7% | +11.6% | +34.2% |
| YTD | +9.8% | -3.4% | +13.2% | +8.5% |
| 1Y | +10.5% | +7.6% | +2.9% | +8.3% |
| 3Y | +57.4% | +423.6% | -366.2% | +32.3% |
| All | +2.7% | -10.9% | +13.6% | -3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling