-6.3%
MDT vs COMP
-47.7%
+41.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.1% |
| 7D | +3.2% | +1.4% | +1.9% | +3.1% |
| 30D | +9.5% | -13.3% | +22.8% | +10.5% |
| 3M | +16.0% | +41.1% | -25.1% | +13.0% |
| 6M | +0.2% | +17.2% | -17.0% | -1.7% |
| YTD | -0.3% | +5.2% | -5.5% | -1.8% |
| 1Y | +4.7% | +18.9% | -14.2% | +2.0% |
| 3Y | +26.5% | +215.9% | -189.4% | +11.3% |
| 5Y | -18.2% | -31.2% | +13.0% | -25.9% |
| All | -6.3% | -47.7% | +41.3% | -13.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling