+19.9%
MDT vs MP
-35.7%
+55.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -5.1% | +11.2% | +6.1% |
| 7D | +10.7% | -12.5% | +23.3% | +10.6% |
| 30D | +19.3% | -23.3% | +42.6% | +19.0% |
| 3M | +22.8% | -24.4% | +47.1% | +22.5% |
| 6M | +36.4% | -45.8% | +82.1% | +36.9% |
| YTD | +12.1% | -28.9% | +41.0% | +9.6% |
| 1Y | +19.9% | -34.6% | +54.5% | +17.6% |
| All | +19.9% | -35.7% | +55.6% | +17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 1y: compounded portfolio wealth divided by compounded MP 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…
1y analysis · Full analysis span regression · 6 months rolling