+57.4%
MDT vs P
+197.6%
-140.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.8% | +1.8% |
| 7D | +1.0% | +11.6% | -10.6% | +1.3% |
| 30D | +9.2% | -23.7% | +32.8% | +8.7% |
| 3M | +14.5% | -8.0% | +22.5% | +14.3% |
| 6M | +37.3% | +27.9% | +9.4% | +38.2% |
| YTD | +9.8% | +61.2% | -51.3% | +10.2% |
| 1Y | +10.5% | +28.6% | -18.1% | +11.1% |
| 3Y | +57.4% | +200.5% | -143.0% | +54.1% |
| All | +57.4% | +197.6% | -140.1% | +54.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling