+60.0%
MDT vs KDP
+248.3%
-188.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -2.9% | -1.7% |
| 7D | +2.7% | +8.2% | -5.5% | +0.5% |
| 30D | +14.8% | +18.4% | -3.5% | +9.4% |
| 3M | +14.6% | +29.2% | -14.7% | +6.4% |
| 6M | +35.7% | +32.3% | +3.4% | +25.1% |
| YTD | +8.5% | +38.5% | -30.0% | -1.6% |
| 1Y | +13.3% | +48.5% | -35.2% | +0.7% |
| 3Y | +58.6% | +32.5% | +26.1% | +43.7% |
| 5Y | -2.6% | +19.7% | -22.3% | -9.4% |
| 10Y | +60.0% | +256.4% | -196.4% | +36.3% |
| All | +60.0% | +248.3% | -188.3% | +36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KDP.
Daily Out/Under-Performance
Portfolio return minus KDP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KDP 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 KDP 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