+7,707.7%
MDT vs LUMN
+156.1%
+7,551.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -0.9% |
| 7D | -3.4% | +2.5% | -5.9% | -3.7% |
| 30D | +0.2% | +10.3% | -10.1% | -1.0% |
| 3M | +14.3% | -18.3% | +32.5% | +16.2% |
| 6M | +4.0% | +4.4% | -0.4% | +2.0% |
| YTD | -3.7% | -10.7% | +7.0% | -4.9% |
| 1Y | -0.4% | +14.0% | -14.3% | -5.8% |
| 3Y | +23.3% | +406.6% | -383.2% | -20.0% |
| 5Y | -18.9% | -36.8% | +17.9% | -26.9% |
| 10Y | +39.2% | -56.2% | +95.3% | +23.4% |
| All | +7,707.7% | +156.1% | +7,551.5% | +4,328.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 LUMN 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