+8,709.8%
MDT vs GD
+19,982.5%
-11,272.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -2.7% |
| 7D | +5.4% | -5.0% | +10.4% | +7.0% |
| 30D | +19.1% | +8.9% | +10.1% | +15.9% |
| 3M | +19.5% | -8.0% | +27.5% | +22.4% |
| 6M | +33.5% | +2.9% | +30.6% | +32.0% |
| YTD | +8.7% | +7.1% | +1.6% | +5.8% |
| 1Y | +16.8% | +5.9% | +10.9% | +14.0% |
| 3Y | +53.0% | +53.9% | -0.9% | +32.4% |
| 5Y | -2.9% | +95.4% | -98.3% | -22.4% |
| 10Y | +61.4% | +193.5% | -132.1% | +13.1% |
| All | +8,709.8% | +19,982.5% | -11,272.7% | +2,988.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling