+23.4%
MDT vs GLXY
-32.0%
+55.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +13.2% | -13.2% | +0.3% |
| 7D | -3.2% | +14.3% | -17.5% | -2.9% |
| 30D | +10.5% | -19.6% | +30.2% | +10.5% |
| 3M | +13.0% | -20.7% | +33.6% | +12.8% |
| 6M | +38.7% | -49.6% | +88.3% | +39.3% |
| YTD | +8.5% | -28.6% | +37.1% | +7.6% |
| 1Y | +10.0% | -48.0% | +58.1% | +10.0% |
| All | +23.4% | -32.0% | +55.4% | +21.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling