-18.2%
MDT vs MKTX
-60.5%
+42.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.7% | -0.7% |
| 7D | -3.4% | -0.2% | -3.2% | -3.4% |
| 30D | +0.2% | +0.7% | -0.5% | +0.2% |
| 3M | +14.3% | +40.8% | -26.5% | +9.9% |
| 6M | +4.0% | -8.0% | +12.0% | +5.0% |
| YTD | -3.7% | -8.7% | +5.1% | -2.7% |
| 1Y | -0.4% | -11.8% | +11.5% | +0.9% |
| 3Y | +23.3% | -24.0% | +47.4% | +24.6% |
| All | -18.2% | -60.5% | +42.3% | -14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 5y: compounded portfolio wealth divided by compounded MKTX 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…
5y analysis · Full analysis span regression · 6 months rolling