+30.0%
MDT vs GPC
+0.7%
+29.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.9% |
| 7D | +3.2% | +1.2% | +2.0% | +2.9% |
| 30D | +9.5% | +6.0% | +3.5% | +8.1% |
| 3M | +16.0% | +42.6% | -26.6% | +7.7% |
| 6M | +0.2% | +22.8% | -22.6% | -4.4% |
| YTD | -0.3% | +15.5% | -15.7% | -4.1% |
| 1Y | +4.7% | +2.0% | +2.7% | +3.2% |
| All | +30.0% | +0.7% | +29.3% | +24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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