-20.1%
MDT vs GEN
+22.3%
-42.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.7% | +0.9% | -1.4% |
| 7D | +0.4% | -0.7% | +1.1% | +0.5% |
| 30D | +6.0% | +2.6% | +3.4% | +5.4% |
| 3M | +15.5% | +15.8% | -0.2% | +12.6% |
| 6M | +3.4% | +33.1% | -29.7% | -2.0% |
| YTD | -2.2% | +11.3% | -13.5% | -4.2% |
| 1Y | +2.6% | +1.7% | +0.9% | +2.2% |
| 3Y | +27.5% | +58.1% | -30.6% | +15.6% |
| 5Y | -20.1% | +20.6% | -40.7% | -23.4% |
| All | -20.1% | +22.3% | -42.4% | -23.4% |
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