+29.6%
MDT vs MSCI
+10.6%
+19.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | +3.2% | +0.4% | +2.8% | +3.2% |
| 30D | +9.5% | +0.6% | +9.0% | +9.4% |
| 3M | +16.0% | -7.1% | +23.1% | +17.0% |
| 6M | +0.2% | +0.8% | -0.6% | -0.2% |
| YTD | -0.3% | +1.0% | -1.3% | -1.0% |
| 1Y | +4.7% | +4.3% | +0.4% | +3.2% |
| All | +29.6% | +10.6% | +19.0% | +26.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling