+4.7%
MDT vs NXT
+26.2%
-21.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | 0.0% | +1.2% |
| 7D | +3.2% | -1.1% | +4.3% | +3.2% |
| 30D | +9.5% | -15.3% | +24.9% | +8.8% |
| 3M | +16.0% | -43.8% | +59.8% | +14.3% |
| 6M | +0.2% | -18.7% | +18.9% | -0.6% |
| YTD | -0.3% | -3.0% | +2.7% | -0.1% |
| 1Y | +4.7% | +22.7% | -18.0% | +10.2% |
| All | +4.7% | +26.2% | -21.5% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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