+0.2%
MDT vs MDB
+44.2%
-44.0%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.1% | +5.2% | +1.2% |
| 7D | +3.2% | -17.4% | +20.7% | +3.5% |
| 30D | +9.5% | -2.0% | +11.5% | +9.4% |
| 3M | +16.0% | -3.0% | +19.0% | +15.6% |
| 6M | +0.2% | +48.7% | -48.5% | -2.1% |
| All | +0.2% | +44.2% | -44.0% | -2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 6mo: compounded portfolio wealth divided by compounded MDB 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…
6mo analysis · Full analysis span regression · 6 months rolling