-18.2%
MDT vs NI
+96.9%
-115.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -3.4% | 0.0% | -3.5% | -3.4% |
| 30D | +0.2% | -1.4% | +1.6% | +0.6% |
| 3M | +14.3% | -10.6% | +24.8% | +18.6% |
| 6M | +4.0% | -9.3% | +13.3% | +7.3% |
| YTD | -3.7% | +1.1% | -4.8% | -4.5% |
| 1Y | -0.4% | +3.4% | -3.7% | -2.0% |
| 3Y | +23.3% | +67.9% | -44.6% | +1.1% |
| All | -18.2% | +96.9% | -115.1% | -37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 5y: compounded portfolio wealth divided by compounded NI 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…
5y analysis · Full analysis span regression · 6 months rolling