+44.2%
MDT vs IR
+288.5%
-244.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.1% | +0.8% |
| 7D | +3.2% | -2.8% | +6.0% | +4.0% |
| 30D | +9.5% | -15.1% | +24.6% | +14.3% |
| 3M | +16.0% | +6.1% | +9.9% | +13.8% |
| 6M | +0.2% | -16.8% | +17.0% | +4.6% |
| YTD | -0.3% | -3.5% | +3.3% | -0.4% |
| 1Y | +4.7% | -3.5% | +8.2% | +4.2% |
| 3Y | +26.5% | +9.5% | +17.1% | +17.8% |
| 5Y | -18.2% | +45.1% | -63.3% | -31.5% |
| All | +44.2% | +288.5% | -244.3% | -6.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling