-18.2%
MDT vs OSCR
+96.8%
-115.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.8% |
| 7D | -3.4% | +1.6% | -5.0% | -3.5% |
| 30D | +0.2% | +10.7% | -10.5% | -0.4% |
| 3M | +14.3% | +13.4% | +0.9% | +13.2% |
| 6M | +4.0% | +144.6% | -140.6% | -1.7% |
| YTD | -3.7% | +128.0% | -131.7% | -8.8% |
| 1Y | -0.4% | +68.7% | -69.0% | -4.6% |
| 3Y | +23.3% | +398.8% | -375.5% | +5.4% |
| All | -18.2% | +96.8% | -115.0% | -27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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