+37.0%
MDT vs LYV
+564.6%
-527.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.8% | -0.7% |
| 7D | -3.4% | -1.9% | -1.5% | -3.0% |
| 30D | +0.2% | -8.2% | +8.4% | +2.2% |
| 3M | +14.3% | -1.3% | +15.5% | +14.5% |
| 6M | +4.0% | +2.6% | +1.4% | +2.8% |
| YTD | -3.7% | +19.4% | -23.1% | -8.6% |
| 1Y | -0.4% | -2.2% | +1.9% | -1.0% |
| 3Y | +23.3% | +106.0% | -82.7% | -0.8% |
| 5Y | -18.9% | +97.7% | -116.5% | -36.8% |
| All | +37.0% | +564.6% | -527.6% | -25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV 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 LYV 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