-2.6%
MDT vs GEN
+31.7%
-34.3%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.3% |
| 7D | +2.7% | +1.0% | +1.7% | +2.6% |
| 30D | +14.8% | +29.1% | -14.3% | +10.1% |
| 3M | +14.6% | +2.9% | +11.6% | +13.5% |
| 6M | +35.7% | +33.6% | +2.1% | +28.4% |
| YTD | +8.5% | +12.0% | -3.6% | +5.8% |
| 1Y | +13.3% | +16.2% | -2.9% | +9.7% |
| 3Y | +58.6% | +65.1% | -6.5% | +42.4% |
| 5Y | -2.6% | +33.3% | -35.9% | -10.9% |
| All | -2.6% | +31.7% | -34.3% | -10.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling