-20.1%
MDT vs M
+24.8%
-44.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.6% | +0.7% | -1.7% |
| 7D | +0.4% | +2.4% | -2.0% | +0.2% |
| 30D | +6.0% | -11.6% | +17.6% | +7.0% |
| 3M | +15.5% | +1.6% | +13.9% | +15.2% |
| 6M | +3.4% | +25.2% | -21.8% | +1.4% |
| YTD | -2.2% | +3.8% | -5.9% | -2.8% |
| 1Y | +2.6% | +36.3% | -33.8% | -0.5% |
| 3Y | +27.5% | +116.3% | -88.8% | +16.9% |
| 5Y | -20.1% | +28.2% | -48.2% | -22.3% |
| All | -20.1% | +24.8% | -44.9% | -22.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling