+19.9%
MDT vs IR
+11.7%
+8.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.4% | +6.6% | +6.2% |
| 7D | +10.7% | +11.6% | -0.8% | +8.8% |
| 30D | +19.3% | +7.2% | +12.1% | +17.8% |
| 3M | +22.8% | -5.9% | +28.6% | +24.0% |
| 6M | +36.4% | +11.5% | +24.9% | +33.5% |
| YTD | +12.1% | +6.3% | +5.7% | +9.4% |
| 1Y | +19.9% | +9.1% | +10.8% | +16.3% |
| All | +19.9% | +11.7% | +8.2% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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