+37.0%
MDT vs GDDY
+207.2%
-170.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.5% | -1.1% |
| 7D | -3.4% | -3.2% | -0.2% | -2.8% |
| 30D | +0.2% | +6.8% | -6.6% | -1.4% |
| 3M | +14.3% | +30.5% | -16.2% | +7.1% |
| 6M | +4.0% | +13.3% | -9.3% | -0.2% |
| YTD | -3.7% | -21.0% | +17.3% | -0.5% |
| 1Y | -0.4% | -34.0% | +33.6% | +7.1% |
| 3Y | +23.3% | +33.1% | -9.7% | +8.1% |
| 5Y | -18.9% | +30.3% | -49.2% | -30.2% |
| All | +37.0% | +207.2% | -170.2% | -6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 10y: compounded portfolio wealth divided by compounded GDDY 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…
10y analysis · Full analysis span regression · 6 months rolling