+40.6%
MDT vs MSCI
+615.8%
-575.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.7% |
| 7D | -0.3% | -1.1% | +0.8% | 0.0% |
| 30D | +2.8% | -1.2% | +3.9% | +3.1% |
| 3M | +13.1% | -8.4% | +21.5% | +15.6% |
| 6M | +2.3% | -1.0% | +3.4% | +1.9% |
| YTD | -2.7% | -2.3% | -0.4% | -3.2% |
| 1Y | +0.9% | -1.2% | +2.0% | -0.4% |
| 3Y | +26.8% | +7.9% | +18.9% | +19.1% |
| 5Y | -19.5% | -10.1% | -9.4% | -22.0% |
| 10Y | +40.6% | +631.0% | -590.4% | -34.2% |
| All | +40.6% | +615.8% | -575.2% | -34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 10y: compounded portfolio wealth divided by compounded MSCI 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…
10y analysis · Full analysis span regression · 6 months rolling