+29.6%
MDT vs GD
+68.4%
-38.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.9% | +1.6% |
| 7D | +3.2% | -5.3% | +8.5% | +4.6% |
| 30D | +9.5% | -6.4% | +15.9% | +11.3% |
| 3M | +16.0% | +5.7% | +10.3% | +14.4% |
| 6M | +0.2% | -0.9% | +1.2% | +0.6% |
| YTD | -0.3% | +8.2% | -8.4% | -2.2% |
| 1Y | +4.7% | +13.4% | -8.7% | +1.4% |
| All | +29.6% | +68.4% | -38.8% | +22.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling