+53.0%
MDT vs MP
+114.3%
-61.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.9% | -7.8% | -3.0% |
| 7D | +5.4% | -10.5% | +16.0% | +5.7% |
| 30D | +19.1% | -23.5% | +42.6% | +19.8% |
| 3M | +19.5% | -25.4% | +44.9% | +20.2% |
| 6M | +33.5% | -51.3% | +84.7% | +36.0% |
| YTD | +8.7% | -29.9% | +38.6% | +8.6% |
| 1Y | +16.8% | -31.8% | +48.6% | +16.7% |
| 3Y | +53.0% | +127.0% | -74.0% | +38.5% |
| All | +53.0% | +114.3% | -61.4% | +38.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling