+57.4%
MDT vs IR
+25.2%
+32.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.1% | +1.9% |
| 7D | +1.0% | +2.5% | -1.5% | +0.7% |
| 30D | +9.2% | +9.2% | 0.0% | +7.6% |
| 3M | +14.5% | +0.9% | +13.5% | +14.2% |
| 6M | +37.3% | +19.2% | +18.1% | +33.2% |
| YTD | +9.8% | +7.5% | +2.3% | +7.7% |
| 1Y | +10.5% | +11.7% | -1.2% | +7.7% |
| 3Y | +57.4% | +23.9% | +33.5% | +44.5% |
| All | +57.4% | +25.2% | +32.2% | +44.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling