+19.9%
MDT vs NTRS
+43.5%
-23.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +3.1% | +3.0% | +5.9% |
| 7D | +10.7% | +3.6% | +7.2% | +10.4% |
| 30D | +19.3% | +4.3% | +15.0% | +18.9% |
| 3M | +22.8% | -1.9% | +24.7% | +22.6% |
| 6M | +36.4% | +11.4% | +24.9% | +34.5% |
| YTD | +12.1% | +32.3% | -20.2% | +6.8% |
| 1Y | +19.9% | +42.5% | -22.6% | +10.9% |
| All | +19.9% | +43.5% | -23.5% | +10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 1y: compounded portfolio wealth divided by compounded NTRS 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…
1y analysis · Full analysis span regression · 6 months rolling