-19.5%
MDT vs O
+12.6%
-32.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | +0.1% |
| 7D | -0.3% | -2.3% | +1.9% | +0.7% |
| 30D | +2.8% | -2.4% | +5.2% | +3.9% |
| 3M | +13.1% | -0.6% | +13.7% | +13.5% |
| 6M | +2.3% | -5.0% | +7.3% | +4.6% |
| YTD | -2.7% | +10.4% | -13.1% | -7.3% |
| 1Y | +0.9% | +6.6% | -5.7% | -2.4% |
| 3Y | +26.8% | +28.4% | -1.6% | +11.3% |
| 5Y | -19.5% | +15.3% | -34.7% | -24.9% |
| All | -19.5% | +12.6% | -32.0% | -24.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling