+7,764.3%
MDT vs KR
+4,362.7%
+3,401.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.5% |
| 7D | -1.6% | -2.7% | +1.1% | -1.1% |
| 30D | +1.0% | +1.9% | -0.9% | +0.7% |
| 3M | +15.2% | -11.0% | +26.2% | +17.4% |
| 6M | +3.7% | -20.2% | +23.9% | +7.6% |
| YTD | -3.0% | -7.3% | +4.3% | -2.2% |
| 1Y | +2.5% | -13.1% | +15.6% | +4.3% |
| 3Y | +26.5% | +29.7% | -3.3% | +18.7% |
| 5Y | -18.3% | +48.8% | -67.0% | -26.2% |
| 10Y | +40.2% | +122.8% | -82.6% | +11.1% |
| All | +7,764.3% | +4,362.7% | +3,401.6% | +3,113.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR 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 KR 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