+61.3%
MDT vs GD
+174.7%
-113.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -3.2% | +0.6% | -3.8% | -3.5% |
| 30D | +10.5% | +9.5% | +1.1% | +5.9% |
| 3M | +13.0% | -5.8% | +18.8% | +15.8% |
| 6M | +38.7% | +7.7% | +30.9% | +33.5% |
| YTD | +8.5% | +11.1% | -2.6% | +2.3% |
| 1Y | +10.0% | +6.1% | +4.0% | +5.9% |
| 3Y | +58.6% | +59.8% | -1.2% | +23.3% |
| 5Y | -0.3% | +104.6% | -104.9% | -33.3% |
| 10Y | +61.3% | +170.6% | -109.3% | -0.6% |
| All | +61.3% | +174.7% | -113.5% | -0.6% |
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