-14.6%
MDT vs GTLB
-49.8%
+35.3%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.4% |
| 7D | -1.6% | -4.1% | +2.5% | -1.4% |
| 30D | +1.0% | +12.3% | -11.3% | +0.3% |
| 3M | +15.2% | +65.9% | -50.7% | +11.8% |
| 6M | +3.7% | +104.0% | -100.3% | -1.0% |
| YTD | -3.0% | +26.0% | -29.0% | -4.8% |
| 1Y | +2.5% | -3.5% | +6.0% | +2.0% |
| 3Y | +26.5% | -9.6% | +36.1% | +23.6% |
| All | -14.6% | -49.8% | +35.3% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 10y: compounded portfolio wealth divided by compounded GTLB 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…
10y analysis · Full analysis span regression · 6 months rolling