+70.1%
MDT vs IT
+90.0%
-19.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.7% |
| 7D | +1.0% | +1.1% | 0.0% | +0.8% |
| 30D | +9.2% | -1.8% | +11.0% | +9.2% |
| 3M | +14.5% | +4.8% | +9.7% | +12.3% |
| 6M | +37.3% | +33.0% | +4.3% | +24.9% |
| YTD | +9.8% | -23.8% | +33.7% | +14.1% |
| 1Y | +10.5% | -16.5% | +27.1% | +11.7% |
| 3Y | +57.4% | -53.6% | +111.1% | +83.8% |
| 5Y | +1.2% | -42.1% | +43.3% | +6.3% |
| All | +70.1% | +90.0% | -19.8% | +2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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