+478.3%
MDT vs MAR
+2,498.9%
-2,020.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | +3.2% | -4.2% | +7.4% | +4.4% |
| 30D | +9.5% | -6.7% | +16.2% | +11.6% |
| 3M | +16.0% | -12.5% | +28.5% | +20.2% |
| 6M | +0.2% | +0.6% | -0.4% | -0.4% |
| YTD | -0.3% | +9.1% | -9.4% | -3.4% |
| 1Y | +4.7% | +26.2% | -21.5% | -3.0% |
| 3Y | +26.5% | +68.2% | -41.6% | +6.2% |
| 5Y | -18.2% | +163.9% | -182.1% | -41.1% |
| 10Y | +40.0% | +420.6% | -380.5% | -21.9% |
| All | +478.3% | +2,498.9% | -2,020.6% | +71.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling