+4.7%
MDT vs GFS
+37.2%
-32.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +1.2% |
| 7D | +3.2% | +1.0% | +2.2% | +3.3% |
| 30D | +9.5% | -8.6% | +18.1% | +9.2% |
| 3M | +16.0% | -46.5% | +62.5% | +15.1% |
| 6M | +0.2% | -4.8% | +5.0% | -4.0% |
| YTD | -0.3% | +29.7% | -29.9% | -6.7% |
| 1Y | +4.7% | +35.8% | -31.1% | -2.4% |
| All | +4.7% | +37.2% | -32.5% | -2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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