+2.5%
MDT vs GEN
+3.4%
-1.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.3% |
| 7D | -1.6% | -4.4% | +2.8% | -1.4% |
| 30D | +1.0% | +3.7% | -2.7% | +0.8% |
| 3M | +15.2% | +22.2% | -7.0% | +14.2% |
| 6M | +3.7% | +38.9% | -35.2% | +2.9% |
| YTD | -3.0% | +11.9% | -14.9% | +0.1% |
| 1Y | +2.5% | +4.5% | -2.0% | +8.7% |
| All | +2.5% | +3.4% | -1.0% | +8.7% |
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