+39.1%
MDT vs P
+712.4%
-673.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.6% | -3.5% | -2.1% |
| 7D | +0.4% | +7.8% | -7.5% | -0.4% |
| 30D | +6.0% | +12.3% | -6.3% | +4.5% |
| 3M | +15.5% | +37.1% | -21.6% | +10.9% |
| 6M | +3.4% | +66.1% | -62.7% | -3.8% |
| YTD | -2.2% | +50.9% | -53.1% | -8.5% |
| 1Y | +2.6% | +27.2% | -24.6% | -3.2% |
| 3Y | +27.5% | +158.7% | -131.2% | +2.5% |
| 5Y | -20.1% | +291.1% | -311.2% | -42.2% |
| 10Y | +39.1% | +715.0% | -675.9% | -15.7% |
| All | +39.1% | +712.4% | -673.3% | -15.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling