-2.9%
MDT vs M
-11.5%
+8.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.6% | +1.7% | -2.5% |
| 7D | +5.4% | -4.3% | +9.7% | +5.9% |
| 30D | +19.1% | +1.3% | +17.8% | +18.9% |
| 3M | +19.5% | -7.4% | +26.8% | +20.2% |
| 6M | +33.5% | +18.3% | +15.1% | +31.2% |
| YTD | +8.7% | +7.6% | +1.1% | +7.5% |
| 1Y | +16.8% | +17.4% | -0.6% | +14.4% |
| 3Y | +53.0% | +108.4% | -55.4% | +38.8% |
| All | -2.9% | -11.5% | +8.6% | -6.6% |
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 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