+55.3%
MDT vs GDDY
+390.3%
-335.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.5% | -1.0% |
| 7D | -3.4% | -3.2% | -0.2% | -2.9% |
| 30D | +0.2% | +6.8% | -6.6% | -1.2% |
| 3M | +14.3% | +30.5% | -16.2% | +8.2% |
| 6M | +4.0% | +13.3% | -9.3% | +0.4% |
| YTD | -3.7% | -21.0% | +17.3% | -1.1% |
| 1Y | -0.4% | -34.0% | +33.6% | +5.7% |
| 3Y | +23.3% | +33.1% | -9.7% | +11.5% |
| 5Y | -18.9% | +30.3% | -49.2% | -27.6% |
| 10Y | +39.2% | +205.5% | -166.4% | +9.1% |
| All | +55.3% | +390.3% | -335.0% | +23.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling