+4.7%
MDT vs P
+32.0%
-27.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.2% | +1.2% |
| 7D | +3.2% | +6.5% | -3.3% | +3.6% |
| 30D | +9.5% | +18.8% | -9.3% | +11.0% |
| 3M | +16.0% | +26.7% | -10.8% | +18.6% |
| 6M | +0.2% | +62.2% | -62.0% | +3.3% |
| YTD | -0.3% | +48.5% | -48.8% | +2.4% |
| 1Y | +4.7% | +26.4% | -21.7% | +8.0% |
| All | +4.7% | +32.0% | -27.3% | +8.0% |
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