-19.5%
MDT vs IR
+40.4%
-59.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | -0.1% |
| 7D | -0.3% | -1.9% | +1.6% | +0.1% |
| 30D | +2.8% | -15.0% | +17.8% | +6.5% |
| 3M | +13.1% | -0.4% | +13.5% | +12.9% |
| 6M | +2.3% | -15.0% | +17.4% | +5.6% |
| YTD | -2.7% | -7.1% | +4.4% | -2.1% |
| 1Y | +0.9% | -7.5% | +8.4% | +1.4% |
| 3Y | +26.8% | +6.3% | +20.5% | +17.9% |
| 5Y | -19.5% | +37.3% | -56.8% | -34.0% |
| All | -19.5% | +40.4% | -59.8% | -34.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling