+23.3%
MDT vs MKSI
+190.8%
-167.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.8% | -0.8% |
| 7D | -3.4% | +2.7% | -6.1% | -3.5% |
| 30D | +0.2% | -12.8% | +13.0% | +0.6% |
| 3M | +14.3% | -22.5% | +36.8% | +14.5% |
| 6M | +4.0% | +19.4% | -15.4% | +1.0% |
| YTD | -3.7% | +67.7% | -71.4% | -8.7% |
| 1Y | -0.4% | +131.4% | -131.8% | -8.0% |
| 3Y | +23.3% | +197.3% | -174.0% | +3.7% |
| All | +23.3% | +190.8% | -167.5% | +3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 3y: compounded portfolio wealth divided by compounded MKSI 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…
3y analysis · Full analysis span regression · 6 months rolling