+2,277.9%
MDT vs O
+5,387.7%
-3,109.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.4% |
| 7D | +3.2% | -0.7% | +4.0% | +3.4% |
| 30D | +9.5% | -1.9% | +11.4% | +10.1% |
| 3M | +16.0% | +3.8% | +12.1% | +14.7% |
| 6M | +0.2% | -4.7% | +5.0% | +1.6% |
| YTD | -0.3% | +12.5% | -12.8% | -3.8% |
| 1Y | +4.7% | +10.8% | -6.1% | +1.4% |
| 3Y | +26.5% | +28.8% | -2.2% | +16.6% |
| 5Y | -18.2% | +13.2% | -31.4% | -21.9% |
| 10Y | +40.0% | +53.5% | -13.4% | +20.2% |
| All | +2,277.9% | +5,387.7% | -3,109.8% | +776.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling