+20.6%
MDT vs GH
+481.7%
-461.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.1% |
| 7D | +3.2% | -0.1% | +3.3% | +3.2% |
| 30D | +9.5% | -1.1% | +10.6% | +9.5% |
| 3M | +16.0% | +21.3% | -5.3% | +13.5% |
| 6M | +0.2% | +73.5% | -73.3% | -5.5% |
| YTD | -0.3% | +58.0% | -58.3% | -5.3% |
| 1Y | +4.7% | +163.1% | -158.3% | -5.8% |
| 3Y | +26.5% | +361.0% | -334.5% | +3.7% |
| 5Y | -18.2% | +22.5% | -40.7% | -26.0% |
| All | +20.6% | +481.7% | -461.1% | -12.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling