+8,801.5%
MDT vs GAP
+2,131.7%
+6,669.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.0% |
| 7D | +1.0% | -1.9% | +3.0% | +1.3% |
| 30D | +9.2% | -7.1% | +16.2% | +10.4% |
| 3M | +14.5% | +4.1% | +10.4% | +13.4% |
| 6M | +37.3% | +1.9% | +35.4% | +35.9% |
| YTD | +9.8% | -15.2% | +25.0% | +11.2% |
| 1Y | +10.5% | -10.6% | +21.2% | +10.8% |
| 3Y | +57.4% | +74.6% | -17.1% | +33.5% |
| 5Y | +1.2% | +3.7% | -2.5% | -10.9% |
| 10Y | +63.2% | +2.4% | +60.8% | +27.5% |
| All | +8,801.5% | +2,131.7% | +6,669.9% | +2,840.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling