+40.6%
MDT vs M
-7.1%
+47.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.2% | +3.6% | -0.1% |
| 7D | -0.3% | -4.1% | +3.7% | +0.1% |
| 30D | +2.8% | -13.6% | +16.4% | +4.5% |
| 3M | +13.1% | -2.3% | +15.4% | +13.1% |
| 6M | +2.3% | +21.9% | -19.6% | -0.3% |
| YTD | -2.7% | -0.6% | -2.1% | -3.2% |
| 1Y | +0.9% | +29.7% | -28.9% | -3.0% |
| 3Y | +26.8% | +107.3% | -80.5% | +12.0% |
| 5Y | -19.5% | +20.5% | -39.9% | -27.3% |
| 10Y | +40.6% | -6.1% | +46.7% | -1.6% |
| All | +40.6% | -7.1% | +47.7% | -1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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