+8,972.9%
MDT vs GD
+20,112.4%
-11,139.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +0.6% |
| 7D | +8.0% | -3.9% | +11.9% | +9.2% |
| 30D | +20.4% | +8.1% | +12.3% | +17.5% |
| 3M | +22.9% | -6.8% | +29.7% | +25.4% |
| 6M | +37.1% | +3.0% | +34.1% | +35.6% |
| YTD | +11.9% | +7.8% | +4.2% | +8.8% |
| 1Y | +19.8% | +5.8% | +14.0% | +17.0% |
| 3Y | +59.4% | +55.3% | +4.1% | +37.6% |
| 5Y | 0.0% | +96.7% | -96.6% | -20.3% |
| 10Y | +66.2% | +195.4% | -129.1% | +16.3% |
| All | +8,972.9% | +20,112.4% | -11,139.5% | +3,074.3% |
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