+10.0%
MDT vs MP
-42.0%
+52.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | 0.0% |
| 7D | -3.2% | +2.3% | -5.5% | -3.1% |
| 30D | +10.5% | -15.3% | +25.8% | +10.3% |
| 3M | +13.0% | -33.5% | +46.5% | +12.4% |
| 6M | +38.7% | -45.5% | +84.2% | +39.1% |
| YTD | +8.5% | -27.3% | +35.8% | +6.0% |
| 1Y | +10.0% | -40.7% | +50.7% | +8.6% |
| All | +10.0% | -42.0% | +52.1% | +8.6% |
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