+2.7%
MDT vs IT
-42.2%
+44.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.8% |
| 7D | +1.0% | +1.1% | 0.0% | +0.9% |
| 30D | +9.2% | -1.8% | +11.0% | +9.3% |
| 3M | +14.5% | +4.8% | +9.7% | +13.3% |
| 6M | +37.3% | +33.0% | +4.3% | +30.3% |
| YTD | +9.8% | -23.8% | +33.7% | +12.9% |
| 1Y | +10.5% | -16.5% | +27.1% | +11.6% |
| 3Y | +57.4% | -53.6% | +111.1% | +75.7% |
| All | +2.7% | -42.2% | +44.9% | +5.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling