+40.4%
MDT vs NTR
+103.7%
-63.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.6% | -0.6% |
| 7D | -0.3% | +0.5% | -0.9% | -0.4% |
| 30D | +2.8% | +21.7% | -19.0% | -1.7% |
| 3M | +13.1% | +22.8% | -9.7% | +7.7% |
| 6M | +2.3% | +8.2% | -5.9% | -0.3% |
| YTD | -2.7% | +32.9% | -35.6% | -10.2% |
| 1Y | +0.9% | +45.3% | -44.5% | -9.3% |
| 3Y | +26.8% | +41.7% | -14.8% | +12.9% |
| 5Y | -19.5% | +49.8% | -69.3% | -35.8% |
| All | +40.4% | +103.7% | -63.3% | -15.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling