+37.0%
MDT vs MDY
+177.2%
-140.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -1.2% |
| 7D | -3.4% | -1.9% | -1.6% | -2.3% |
| 30D | +0.2% | -4.6% | +4.9% | +3.2% |
| 3M | +14.3% | -1.2% | +15.5% | +14.9% |
| 6M | +4.0% | +9.2% | -5.2% | -2.1% |
| YTD | -3.7% | +13.1% | -16.7% | -11.5% |
| 1Y | -0.4% | +13.0% | -13.4% | -8.6% |
| 3Y | +23.3% | +49.2% | -25.9% | -8.0% |
| 5Y | -18.9% | +47.2% | -66.1% | -40.0% |
| All | +37.0% | +177.2% | -140.2% | -34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 10y: compounded portfolio wealth divided by compounded MDY 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…
10y analysis · Full analysis span regression · 6 months rolling