+38.0%
MDT vs GEN
+157.3%
-119.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.4% |
| 7D | -1.6% | -4.3% | +2.8% | -0.9% |
| 30D | +1.0% | +3.8% | -2.7% | +0.3% |
| 3M | +15.2% | +22.3% | -7.1% | +11.3% |
| 6M | +3.7% | +39.0% | -35.3% | -2.5% |
| YTD | -3.0% | +11.9% | -14.9% | -5.5% |
| 1Y | +2.5% | +4.5% | -2.0% | +1.0% |
| 3Y | +26.5% | +59.0% | -32.5% | +14.7% |
| 5Y | -18.3% | +22.0% | -40.3% | -23.7% |
| All | +38.0% | +157.3% | -119.3% | +14.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling