-18.2%
MDT vs GH
+20.8%
-39.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.7% |
| 7D | -3.4% | -2.5% | -0.9% | -3.2% |
| 30D | +0.2% | -4.7% | +4.9% | +0.5% |
| 3M | +14.3% | +20.2% | -6.0% | +12.5% |
| 6M | +4.0% | +78.8% | -74.8% | -0.6% |
| YTD | -3.7% | +54.1% | -57.8% | -7.2% |
| 1Y | -0.4% | +177.1% | -177.4% | -8.3% |
| 3Y | +23.3% | +371.6% | -348.3% | +6.2% |
| All | -18.2% | +20.8% | -39.0% | -29.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling