+37.0%
MDT vs GAP
+31.2%
+5.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.9% | -3.6% | -1.1% |
| 7D | -3.4% | -4.1% | +0.7% | -2.9% |
| 30D | +0.2% | +6.2% | -6.0% | -0.7% |
| 3M | +14.3% | -0.7% | +14.9% | +14.1% |
| 6M | +4.0% | -7.1% | +11.1% | +4.3% |
| YTD | -3.7% | -14.1% | +10.4% | -2.8% |
| 1Y | -0.4% | -8.5% | +8.1% | -0.5% |
| 3Y | +23.3% | +115.4% | -92.0% | +3.9% |
| 5Y | -18.9% | +9.8% | -28.7% | -27.4% |
| All | +37.0% | +31.2% | +5.8% | +0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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