+19.9%
MDT vs GLXY
-57.6%
+77.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -17.0% | +23.1% | +5.5% |
| 7D | +10.7% | -26.8% | +37.6% | +9.8% |
| 30D | +19.3% | -38.3% | +57.6% | +18.0% |
| 3M | +22.8% | -36.9% | +59.7% | +21.6% |
| 6M | +36.4% | -52.1% | +88.5% | +35.5% |
| YTD | +12.1% | -37.5% | +49.6% | +10.0% |
| 1Y | +19.9% | -55.2% | +75.1% | +20.1% |
| All | +19.9% | -57.6% | +77.5% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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