+38.0%
MDT vs O
+54.2%
-16.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.1% |
| 7D | -1.6% | -3.5% | +1.9% | 0.0% |
| 30D | +1.0% | -3.3% | +4.4% | +2.6% |
| 3M | +15.2% | -2.8% | +18.0% | +16.8% |
| 6M | +3.7% | -5.8% | +9.4% | +6.4% |
| YTD | -3.0% | +9.4% | -12.4% | -7.2% |
| 1Y | +2.5% | +5.7% | -3.2% | -0.5% |
| 3Y | +26.5% | +27.2% | -0.8% | +11.4% |
| 5Y | -18.3% | +17.2% | -35.5% | -25.6% |
| All | +38.0% | +54.2% | -16.2% | +14.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling