+21.3%
MDT vs MP
+450.8%
-429.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.2% | +1.1% |
| 7D | +3.2% | -2.9% | +6.1% | +3.3% |
| 30D | +9.5% | +13.8% | -4.3% | +8.9% |
| 3M | +16.0% | -16.7% | +32.7% | +16.7% |
| 6M | +0.2% | -11.5% | +11.7% | +0.1% |
| YTD | -0.3% | +7.9% | -8.2% | -1.6% |
| 1Y | +4.7% | -15.0% | +19.8% | +4.0% |
| 3Y | +26.5% | +153.5% | -127.0% | +15.0% |
| 5Y | -18.2% | +58.7% | -76.8% | -24.4% |
| All | +21.3% | +450.8% | -429.5% | +0.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling