+7,707.7%
MDT vs NTRS
+7,800.3%
-92.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.0% |
| 7D | -3.4% | +1.4% | -4.8% | -3.8% |
| 30D | +0.2% | -0.7% | +0.9% | +0.4% |
| 3M | +14.3% | +11.3% | +2.9% | +10.3% |
| 6M | +4.0% | +35.5% | -31.5% | -5.8% |
| YTD | -3.7% | +40.6% | -44.3% | -14.0% |
| 1Y | -0.4% | +49.2% | -49.6% | -12.9% |
| 3Y | +23.3% | +167.2% | -143.9% | -11.9% |
| 5Y | -18.9% | +94.9% | -113.8% | -37.6% |
| 10Y | +39.2% | +259.5% | -220.3% | -14.5% |
| All | +7,707.7% | +7,800.3% | -92.7% | +1,389.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling