-8.9%
MDT vs OSCR
-9.0%
+0.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +13.3% |
| 6M | +4.0% | +144.6% | -140.6% | -1.2% |
| YTD | -3.7% | +128.0% | -131.7% | -8.4% |
| 1Y | -0.4% | +68.7% | -69.0% | -4.2% |
| 3Y | +23.3% | +398.8% | -375.5% | +7.5% |
| 5Y | -18.9% | +87.3% | -106.1% | -30.2% |
| All | -8.9% | -9.0% | +0.1% | -20.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling