+39.1%
MDT vs NXT
+213.5%
-174.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.3% | +1.8% |
| 7D | +1.0% | -9.4% | +10.5% | +1.2% |
| 30D | +9.2% | +15.1% | -5.9% | +8.9% |
| 3M | +14.5% | -9.1% | +23.6% | +14.6% |
| 6M | +37.3% | -30.3% | +67.6% | +38.0% |
| YTD | +9.8% | +9.1% | +0.7% | +8.5% |
| 1Y | +10.5% | +7.9% | +2.7% | +9.2% |
| 3Y | +57.4% | +176.5% | -119.1% | +47.1% |
| All | +39.1% | +213.5% | -174.4% | +27.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling