+16.8%
MDT vs GD
+5.1%
+11.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -2.7% |
| 7D | +5.4% | -5.0% | +10.4% | +6.7% |
| 30D | +19.1% | +8.9% | +10.1% | +16.3% |
| 3M | +19.5% | -8.0% | +27.5% | +21.2% |
| 6M | +33.5% | +2.9% | +30.6% | +32.3% |
| YTD | +8.7% | +7.1% | +1.6% | +7.4% |
| 1Y | +16.8% | +5.9% | +10.9% | +15.9% |
| All | +16.8% | +5.1% | +11.7% | +15.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling