-15.7%
MDT vs LTH
+152.0%
-167.6%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.3% |
| 7D | -0.3% | -4.0% | +3.7% | +0.2% |
| 30D | +2.8% | -1.7% | +4.4% | +3.0% |
| 3M | +13.1% | +28.0% | -14.9% | +9.6% |
| 6M | +2.3% | +54.1% | -51.7% | -3.5% |
| YTD | -2.7% | +57.1% | -59.8% | -8.7% |
| 1Y | +0.9% | +45.8% | -44.9% | -4.6% |
| 3Y | +26.8% | +157.6% | -130.7% | +9.3% |
| All | -15.7% | +152.0% | -167.6% | -30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 10y: compounded portfolio wealth divided by compounded LTH 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…
10y analysis · Full analysis span regression · 6 months rolling