+364.3%
MDT vs LII
+2,806.7%
-2,442.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.1% |
| 7D | -3.2% | -2.3% | -0.9% | -2.8% |
| 30D | +10.5% | -1.7% | +12.2% | +10.7% |
| 3M | +13.0% | -18.3% | +31.3% | +17.0% |
| 6M | +38.7% | -32.3% | +71.0% | +47.4% |
| YTD | +8.5% | -27.1% | +35.6% | +13.1% |
| 1Y | +10.0% | -27.2% | +37.2% | +14.6% |
| 3Y | +58.6% | -8.9% | +67.5% | +55.2% |
| 5Y | -0.3% | +19.7% | -20.0% | -8.9% |
| 10Y | +61.3% | +168.9% | -107.6% | +25.8% |
| All | +364.3% | +2,806.7% | -2,442.5% | +149.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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