+849.0%
MDT vs KMX
+475.4%
+373.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +1.0% |
| 7D | +3.2% | +1.9% | +1.3% | +2.9% |
| 30D | +9.5% | +11.7% | -2.2% | +7.7% |
| 3M | +16.0% | +34.9% | -18.9% | +10.7% |
| 6M | +0.2% | +50.3% | -50.1% | -6.3% |
| YTD | -0.3% | +63.8% | -64.1% | -8.2% |
| 1Y | +4.7% | +3.8% | +0.9% | +1.9% |
| 3Y | +26.5% | -24.3% | +50.8% | +26.7% |
| 5Y | -18.2% | -50.2% | +32.0% | -15.2% |
| 10Y | +40.0% | +5.4% | +34.6% | +27.3% |
| All | +849.0% | +475.4% | +373.6% | +488.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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