-19.5%
MDT vs MAR
+158.8%
-178.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.4% | -0.7% |
| 7D | -0.3% | -0.5% | +0.2% | -0.2% |
| 30D | +2.8% | -4.7% | +7.4% | +3.9% |
| 3M | +13.1% | -15.6% | +28.7% | +17.5% |
| 6M | +2.3% | +1.2% | +1.1% | +1.8% |
| YTD | -2.7% | +7.5% | -10.2% | -5.0% |
| 1Y | +0.9% | +26.6% | -25.8% | -5.6% |
| 3Y | +26.8% | +66.0% | -39.1% | +8.8% |
| 5Y | -19.5% | +154.1% | -173.6% | -41.0% |
| All | -19.5% | +158.8% | -178.3% | -41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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