-15.2%
MDT vs LTH
+156.3%
-171.5%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.1% | -1.7% |
| 7D | +0.4% | +1.5% | -1.1% | +0.2% |
| 30D | +6.0% | -3.1% | +9.1% | +6.4% |
| 3M | +15.5% | +28.1% | -12.6% | +11.9% |
| 6M | +3.4% | +67.4% | -64.0% | -3.6% |
| YTD | -2.2% | +59.8% | -61.9% | -8.4% |
| 1Y | +2.6% | +45.6% | -43.0% | -2.9% |
| 3Y | +27.5% | +162.0% | -134.5% | +9.7% |
| All | -15.2% | +156.3% | -171.5% | -30.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling