+250.0%
MDT vs MSCI
+3,122.5%
-2,872.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.1% | +0.7% |
| 7D | +3.5% | +1.5% | +2.1% | +3.2% |
| 30D | +16.2% | +14.4% | +1.8% | +12.2% |
| 3M | +18.9% | +15.2% | +3.7% | +14.5% |
| 6M | +37.3% | +11.2% | +26.1% | +32.9% |
| YTD | +9.7% | +13.9% | -4.2% | +5.0% |
| 1Y | +15.2% | +12.5% | +2.7% | +10.5% |
| 3Y | +61.8% | +32.3% | +29.5% | +45.6% |
| 5Y | -1.4% | +4.9% | -6.2% | -7.8% |
| 10Y | +61.6% | +779.7% | -718.1% | -16.0% |
| All | +250.0% | +3,122.5% | -2,872.5% | +20.0% |
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 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