-0.7%
MDT vs MP
-13.5%
+12.8%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.0% | -2.6% | -0.7% |
| 7D | -3.7% | +11.0% | -14.7% | -4.2% |
| 30D | +8.6% | -11.7% | +20.3% | +9.2% |
| 3M | +12.2% | -30.8% | +43.0% | +14.1% |
| 6M | +33.7% | -42.9% | +76.6% | +37.0% |
| YTD | +7.8% | -25.9% | +33.7% | +7.8% |
| 1Y | +8.9% | -37.3% | +46.2% | +9.9% |
| 3Y | +57.6% | +150.7% | -93.0% | +34.1% |
| 5Y | -0.7% | -19.3% | +18.6% | -8.2% |
| All | -0.7% | -13.5% | +12.8% | -8.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling