+30.4%
MDT vs OPEN
-87.8%
+118.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OPEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -7.1% | +5.9% | -0.9% |
| 7D | +2.7% | -24.7% | +27.5% | +3.6% |
| 30D | +14.8% | -41.0% | +55.8% | +16.6% |
| 3M | +14.6% | -62.4% | +76.9% | +17.9% |
| 6M | +35.7% | -73.9% | +109.6% | +40.9% |
| YTD | +8.5% | -77.5% | +86.0% | +12.8% |
| 1Y | +13.3% | -83.6% | +96.8% | +18.8% |
| 3Y | +58.6% | -37.0% | +95.6% | +49.9% |
| 5Y | -2.6% | -93.3% | +90.7% | -7.1% |
| All | +30.4% | -87.8% | +118.2% | +24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OPEN.
Daily Out/Under-Performance
Portfolio return minus OPEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OPEN 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 OPEN 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