+2.5%
MDT vs M
+25.2%
-22.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.7% | +4.4% | +0.1% |
| 7D | -1.6% | -8.8% | +7.2% | -0.8% |
| 30D | +1.0% | -16.4% | +17.4% | +2.5% |
| 3M | +15.2% | -10.8% | +26.0% | +16.3% |
| 6M | +3.7% | +16.1% | -12.4% | +2.9% |
| YTD | -3.0% | -5.3% | +2.3% | -2.6% |
| 1Y | +2.5% | +24.9% | -22.4% | -1.1% |
| All | +2.5% | +25.2% | -22.7% | -1.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling