+1,568.1%
MDT vs MDY
+2,615.3%
-1,047.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.5% | +0.1% |
| 7D | -0.3% | -0.8% | +0.5% | +0.2% |
| 30D | +2.8% | -3.9% | +6.6% | +5.2% |
| 3M | +13.1% | 0.0% | +13.1% | +12.9% |
| 6M | +2.3% | +8.5% | -6.2% | -2.9% |
| YTD | -2.7% | +13.2% | -15.9% | -10.1% |
| 1Y | +0.9% | +15.0% | -14.2% | -7.9% |
| 3Y | +26.8% | +49.6% | -22.7% | -3.0% |
| 5Y | -19.5% | +46.0% | -65.5% | -38.3% |
| 10Y | +40.6% | +176.4% | -135.8% | -27.8% |
| All | +1,568.1% | +2,615.3% | -1,047.2% | +75.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling