+70.1%
MDT vs GD
+165.7%
-95.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.7% | +1.8% |
| 7D | +1.0% | +2.7% | -1.6% | -0.2% |
| 30D | +9.2% | +8.6% | +0.6% | +5.0% |
| 3M | +14.5% | -7.1% | +21.5% | +18.1% |
| 6M | +37.3% | +7.5% | +29.8% | +32.3% |
| YTD | +9.8% | +9.9% | -0.1% | +4.0% |
| 1Y | +10.5% | +7.6% | +3.0% | +5.7% |
| 3Y | +57.4% | +56.2% | +1.2% | +23.7% |
| 5Y | +1.2% | +100.6% | -99.5% | -31.7% |
| All | +70.1% | +165.7% | -95.6% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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