+7,830.4%
MDT vs NI
+5,156.7%
+2,673.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.2% | -3.1% | -2.3% |
| 7D | +0.4% | +2.3% | -1.9% | -0.4% |
| 30D | +6.0% | -1.7% | +7.7% | +6.5% |
| 3M | +15.5% | -8.0% | +23.5% | +18.6% |
| 6M | +3.4% | -8.6% | +12.0% | +6.3% |
| YTD | -2.2% | +2.3% | -4.5% | -3.3% |
| 1Y | +2.6% | +6.9% | -4.4% | -0.2% |
| 3Y | +27.5% | +70.6% | -43.0% | +5.0% |
| 5Y | -20.1% | +96.4% | -116.4% | -37.7% |
| 10Y | +39.1% | +136.1% | -97.1% | 0.0% |
| All | +7,830.4% | +5,156.7% | +2,673.8% | +1,793.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling