+16.5%
MDT vs GH
+467.1%
-450.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.6% |
| 7D | -3.4% | -2.5% | -0.9% | -3.2% |
| 30D | +0.2% | -4.7% | +4.9% | +0.6% |
| 3M | +14.3% | +20.2% | -6.0% | +12.0% |
| 6M | +4.0% | +78.8% | -74.8% | -2.2% |
| YTD | -3.7% | +54.1% | -57.8% | -8.3% |
| 1Y | -0.4% | +177.1% | -177.4% | -10.8% |
| 3Y | +23.3% | +371.6% | -348.3% | +0.8% |
| 5Y | -18.9% | +21.9% | -40.8% | -26.6% |
| All | +16.5% | +467.1% | -450.7% | -15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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