+24.2%
MDT vs GH
+367.9%
-343.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | -0.2% |
| 7D | -1.6% | -1.2% | -0.3% | -1.5% |
| 30D | +1.0% | -3.7% | +4.7% | +1.2% |
| 3M | +15.2% | +21.7% | -6.5% | +14.0% |
| 6M | +3.7% | +75.7% | -72.1% | +0.7% |
| YTD | -3.0% | +55.7% | -58.7% | -5.4% |
| 1Y | +2.5% | +181.1% | -178.7% | -2.9% |
| All | +24.2% | +367.9% | -343.7% | +12.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling