+19.9%
MDT vs GRAB
-39.6%
+59.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +7.7% | -1.5% | +5.2% |
| 7D | +10.7% | +22.2% | -11.4% | +8.3% |
| 30D | +19.3% | +6.0% | +13.3% | +18.1% |
| 3M | +22.8% | -9.7% | +32.4% | +23.6% |
| 6M | +36.4% | -7.2% | +43.5% | +36.9% |
| YTD | +12.1% | -32.7% | +44.7% | +16.2% |
| 1Y | +19.9% | -41.9% | +61.8% | +26.9% |
| All | +19.9% | -39.6% | +59.6% | +26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GRAB.
Daily Out/Under-Performance
Portfolio return minus GRAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRAB 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 GRAB 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