+7,983.2%
MDT vs GD
+20,186.5%
-12,203.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.9% | +1.7% |
| 7D | +3.2% | -5.3% | +8.5% | +4.9% |
| 30D | +9.5% | -6.4% | +15.9% | +11.7% |
| 3M | +16.0% | +5.7% | +10.3% | +13.9% |
| 6M | +0.2% | -0.9% | +1.2% | +0.2% |
| YTD | -0.3% | +8.2% | -8.4% | -3.1% |
| 1Y | +4.7% | +13.4% | -8.7% | +0.2% |
| 3Y | +26.5% | +68.5% | -42.0% | +6.3% |
| 5Y | -18.2% | +97.2% | -115.3% | -34.8% |
| 10Y | +40.0% | +190.2% | -150.2% | -1.5% |
| All | +7,983.2% | +20,186.5% | -12,203.4% | +2,727.1% |
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