+19.9%
MDT vs LYB
+47.4%
-27.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -4.7% | +10.9% | +5.9% |
| 7D | +10.7% | -6.2% | +17.0% | +10.4% |
| 30D | +19.3% | +6.3% | +13.0% | +19.5% |
| 3M | +22.8% | +4.1% | +18.7% | +22.8% |
| 6M | +36.4% | -15.5% | +51.8% | +34.8% |
| YTD | +12.1% | +50.2% | -38.2% | +6.0% |
| 1Y | +19.9% | +50.6% | -30.7% | +13.1% |
| All | +19.9% | +47.4% | -27.5% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 1y: compounded portfolio wealth divided by compounded LYB 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…
1y analysis · Full analysis span regression · 6 months rolling