+3,109.3%
MDT vs M
+401.4%
+2,707.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.6% | +1.7% | -2.2% |
| 7D | +5.4% | -4.3% | +9.7% | +6.2% |
| 30D | +19.1% | +1.3% | +17.8% | +18.8% |
| 3M | +19.5% | -7.4% | +26.8% | +20.7% |
| 6M | +33.5% | +18.3% | +15.1% | +29.3% |
| YTD | +8.7% | +7.6% | +1.1% | +6.4% |
| 1Y | +16.8% | +17.4% | -0.6% | +12.6% |
| 3Y | +53.0% | +108.4% | -55.4% | +29.2% |
| 5Y | -2.9% | -10.6% | +7.7% | -10.5% |
| 10Y | +61.4% | -3.2% | +64.6% | +25.4% |
| All | +3,109.3% | +401.4% | +2,707.8% | +1,349.4% |
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