+2,486.8%
MDT vs O
+5,289.3%
-2,802.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | 0.0% | 0.0% |
| 7D | -3.2% | +0.6% | -3.8% | -3.4% |
| 30D | +10.5% | +9.4% | +1.1% | +7.7% |
| 3M | +13.0% | -2.4% | +15.4% | +13.8% |
| 6M | +38.7% | -1.9% | +40.5% | +39.6% |
| YTD | +8.5% | +10.5% | -2.0% | +5.3% |
| 1Y | +10.0% | +10.0% | +0.1% | +6.9% |
| 3Y | +58.6% | +40.5% | +18.1% | +42.9% |
| 5Y | -0.3% | +10.2% | -10.5% | -4.0% |
| 10Y | +61.3% | +82.5% | -21.2% | +33.3% |
| All | +2,486.8% | +5,289.3% | -2,802.5% | +859.7% |
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