+19.9%
MDT vs P
+19.7%
+0.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -5.0% | +11.1% | +5.8% |
| 7D | +10.7% | -19.4% | +30.1% | +9.3% |
| 30D | +19.3% | -22.3% | +41.6% | +17.8% |
| 3M | +22.8% | +33.2% | -10.4% | +25.3% |
| 6M | +36.4% | +53.6% | -17.3% | +41.0% |
| YTD | +12.1% | +66.8% | -54.7% | +15.8% |
| 1Y | +19.9% | +17.5% | +2.4% | +23.8% |
| All | +19.9% | +19.7% | +0.2% | +23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 1y: compounded portfolio wealth divided by compounded P 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…
1y analysis · Full analysis span regression · 6 months rolling