+17.6%
MDT vs OPEN
-71.4%
+89.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OPEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.5% | +0.6% | -1.8% |
| 7D | +0.4% | +1.0% | -0.6% | +0.4% |
| 30D | +6.0% | -11.9% | +17.9% | +6.4% |
| 3M | +15.5% | -28.8% | +44.3% | +16.5% |
| 6M | +3.4% | -38.6% | +42.0% | +4.6% |
| YTD | -2.2% | -47.3% | +45.2% | -0.8% |
| 1Y | +2.6% | -49.2% | +51.8% | +2.8% |
| 3Y | +27.5% | -18.8% | +46.3% | +20.5% |
| 5Y | -20.1% | -83.6% | +63.6% | -25.7% |
| All | +17.6% | -71.4% | +89.0% | +9.4% |
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