+19.9%
MDT vs GEN
+20.2%
-0.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +4.0% | +2.2% | +5.8% |
| 7D | +10.7% | +26.9% | -16.1% | +8.4% |
| 30D | +19.3% | +38.6% | -19.3% | +16.3% |
| 3M | +22.8% | +9.7% | +13.0% | +21.3% |
| 6M | +36.4% | +58.9% | -22.5% | +33.7% |
| YTD | +12.1% | +15.3% | -3.3% | +14.7% |
| 1Y | +19.9% | +21.8% | -1.9% | +20.1% |
| All | +19.9% | +20.2% | -0.2% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 1y: compounded portfolio wealth divided by compounded GEN 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…
1y analysis · Full analysis span regression · 6 months rolling