+14.2%
MDT vs KVUE
-20.4%
+34.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -1.6% | -6.1% | +4.5% | -0.4% |
| 30D | +1.0% | -5.6% | +6.6% | +2.1% |
| 3M | +15.2% | -0.3% | +15.5% | +15.4% |
| 6M | +3.7% | +1.4% | +2.3% | +3.5% |
| YTD | -3.0% | +6.7% | -9.7% | -4.0% |
| 1Y | +2.5% | +1.0% | +1.5% | +2.4% |
| 3Y | +26.5% | -5.4% | +31.8% | +27.2% |
| All | +14.2% | -20.4% | +34.6% | +16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KVUE.
Daily Out/Under-Performance
Portfolio return minus KVUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KVUE 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 KVUE 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