-2.7%
MDT vs GRAB
-74.4%
+71.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.5% | +5.9% | -0.3% |
| 7D | -0.3% | -13.9% | +13.6% | +0.3% |
| 30D | +2.8% | -17.2% | +19.9% | +3.5% |
| 3M | +13.1% | -7.9% | +21.0% | +13.4% |
| 6M | +2.3% | -23.2% | +25.6% | +3.3% |
| YTD | -2.7% | -39.1% | +36.4% | -0.9% |
| 1Y | +0.9% | -42.5% | +43.4% | +2.8% |
| 3Y | +26.8% | -18.3% | +45.1% | +26.7% |
| 5Y | -19.5% | -71.7% | +52.3% | -20.6% |
| All | -2.7% | -74.4% | +71.7% | -1.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling