+206.1%
MDT vs KDP
+1,132.0%
-925.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.4% |
| 7D | +3.2% | +1.3% | +1.9% | +2.8% |
| 30D | +9.5% | +6.0% | +3.5% | +7.3% |
| 3M | +16.0% | +9.2% | +6.8% | +12.5% |
| 6M | +0.2% | +14.7% | -14.5% | -4.6% |
| YTD | -0.3% | +19.2% | -19.5% | -6.4% |
| 1Y | +4.7% | +15.2% | -10.5% | -1.0% |
| 3Y | +26.5% | +6.0% | +20.6% | +21.5% |
| 5Y | -18.2% | +5.4% | -23.6% | -21.9% |
| 10Y | +40.0% | +171.9% | -131.8% | -5.7% |
| All | +206.1% | +1,132.0% | -925.9% | +9.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling