-18.2%
MDT vs GD
+97.9%
-116.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.9% | +1.7% |
| 7D | +3.2% | -5.3% | +8.5% | +5.0% |
| 30D | +9.5% | -6.4% | +15.9% | +11.9% |
| 3M | +16.0% | +5.7% | +10.3% | +13.8% |
| 6M | +0.2% | -0.9% | +1.2% | +0.4% |
| YTD | -0.3% | +8.2% | -8.4% | -3.3% |
| 1Y | +4.7% | +13.4% | -8.7% | -0.2% |
| 3Y | +26.5% | +68.5% | -42.0% | +3.1% |
| All | -18.2% | +97.9% | -116.1% | -39.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling