+149.0%
MDT vs LYV
+1,446.8%
-1,297.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.8% | -0.7% |
| 7D | -3.4% | -1.9% | -1.5% | -3.1% |
| 30D | +0.2% | -8.2% | +8.4% | +1.8% |
| 3M | +14.3% | -1.3% | +15.5% | +14.4% |
| 6M | +4.0% | +2.6% | +1.4% | +3.1% |
| YTD | -3.7% | +19.4% | -23.1% | -7.4% |
| 1Y | -0.4% | -2.2% | +1.9% | -0.9% |
| 3Y | +23.3% | +106.0% | -82.7% | +5.2% |
| 5Y | -18.9% | +97.7% | -116.5% | -32.0% |
| 10Y | +39.2% | +560.5% | -521.4% | -9.5% |
| All | +149.0% | +1,446.8% | -1,297.8% | +36.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling