+19.9%
MDT vs O
+8.1%
+11.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +3.0% | +3.2% | +4.6% |
| 7D | +10.7% | +5.8% | +4.9% | +7.7% |
| 30D | +19.3% | +10.7% | +8.7% | +13.9% |
| 3M | +22.8% | -4.5% | +27.3% | +24.1% |
| 6M | +36.4% | -4.1% | +40.5% | +37.5% |
| YTD | +12.1% | +9.8% | +2.3% | +10.1% |
| 1Y | +19.9% | +11.3% | +8.6% | +15.5% |
| All | +19.9% | +8.1% | +11.8% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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