+2,844.6%
MDT vs M
+396.5%
+2,448.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.6% | -1.4% | +0.8% |
| 7D | +3.2% | +4.7% | -1.5% | +2.5% |
| 30D | +9.5% | -9.6% | +19.2% | +11.2% |
| 3M | +16.0% | +0.9% | +15.1% | +15.5% |
| 6M | +0.2% | +22.3% | -22.1% | -3.4% |
| YTD | -0.3% | +6.5% | -6.8% | -2.1% |
| 1Y | +4.7% | +38.8% | -34.0% | -1.7% |
| 3Y | +26.5% | +115.9% | -89.4% | +6.3% |
| 5Y | -18.2% | +28.6% | -46.8% | -29.6% |
| 10Y | +40.0% | -2.5% | +42.6% | +8.7% |
| All | +2,844.6% | +396.5% | +2,448.1% | +1,233.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling