+218.1%
MDT vs MSCI
+2,756.4%
-2,538.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | +3.2% | +0.4% | +2.8% | +3.1% |
| 30D | +9.5% | +0.6% | +9.0% | +9.3% |
| 3M | +16.0% | -7.1% | +23.1% | +17.9% |
| 6M | +0.2% | +0.8% | -0.6% | -0.6% |
| YTD | -0.3% | +1.0% | -1.3% | -1.5% |
| 1Y | +4.7% | +4.3% | +0.4% | +2.2% |
| 3Y | +26.5% | +9.9% | +16.6% | +19.6% |
| 5Y | -18.2% | -6.8% | -11.4% | -21.3% |
| 10Y | +40.0% | +614.7% | -574.6% | -23.3% |
| All | +218.1% | +2,756.4% | -2,538.3% | +12.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling