+39.0%
MDT vs NTR
+97.9%
-59.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.6% |
| 7D | -3.4% | -1.3% | -2.1% | -3.1% |
| 30D | +0.2% | +16.8% | -16.6% | -3.2% |
| 3M | +14.3% | +20.7% | -6.5% | +9.2% |
| 6M | +4.0% | +0.5% | +3.5% | +3.1% |
| YTD | -3.7% | +29.2% | -32.9% | -10.5% |
| 1Y | -0.4% | +39.6% | -39.9% | -9.5% |
| 3Y | +23.3% | +37.9% | -14.6% | +10.4% |
| 5Y | -18.9% | +47.1% | -65.9% | -35.2% |
| All | +39.0% | +97.9% | -59.0% | -15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 10y: compounded portfolio wealth divided by compounded NTR 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…
10y analysis · Full analysis span regression · 6 months rolling