+7,983.2%
MDT vs GAP
+2,258.2%
+5,725.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.7% | +1.1% |
| 7D | +3.2% | -4.5% | +7.7% | +3.9% |
| 30D | +9.5% | +9.0% | +0.5% | +7.9% |
| 3M | +16.0% | +5.0% | +11.0% | +14.8% |
| 6M | +0.2% | -17.8% | +18.0% | +2.4% |
| YTD | -0.3% | -10.4% | +10.1% | +0.3% |
| 1Y | +4.7% | -3.4% | +8.1% | +3.6% |
| 3Y | +26.5% | +111.5% | -84.9% | +3.7% |
| 5Y | -18.2% | +8.8% | -27.0% | -28.6% |
| 10Y | +40.0% | +32.9% | +7.1% | +4.3% |
| All | +7,983.2% | +2,258.2% | +5,725.0% | +2,552.0% |
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