+27.5%
MDT vs KDP
+6.5%
+21.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.9% |
| 7D | +0.4% | +2.1% | -1.7% | -0.1% |
| 30D | +6.0% | +8.5% | -2.5% | +4.0% |
| 3M | +15.5% | +6.6% | +8.9% | +13.8% |
| 6M | +3.4% | +17.1% | -13.7% | -0.3% |
| YTD | -2.2% | +19.0% | -21.2% | -6.2% |
| 1Y | +2.6% | +21.8% | -19.2% | -2.4% |
| 3Y | +27.5% | +6.4% | +21.1% | +22.7% |
| All | +27.5% | +6.5% | +21.0% | +22.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling