+60.0%
MDT vs P
+691.2%
-631.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.3% | -1.1% |
| 7D | +2.7% | -13.3% | +16.1% | +3.9% |
| 30D | +14.8% | -34.0% | +48.8% | +18.8% |
| 3M | +14.6% | +4.1% | +10.5% | +12.7% |
| 6M | +35.7% | +30.5% | +5.2% | +28.9% |
| YTD | +8.5% | +52.2% | -43.7% | +0.4% |
| 1Y | +13.3% | +10.3% | +3.0% | +8.2% |
| 3Y | +58.6% | +180.9% | -122.3% | +24.4% |
| 5Y | -2.6% | +259.7% | -262.3% | -29.2% |
| 10Y | +60.0% | +652.6% | -592.7% | -5.8% |
| All | +60.0% | +691.2% | -631.2% | -5.8% |
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 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