-2.9%
MDT vs P
+247.4%
-250.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +3.5% | -6.4% | -3.0% |
| 7D | +5.4% | -23.8% | +29.3% | +5.9% |
| 30D | +19.1% | -36.6% | +55.7% | +20.0% |
| 3M | +19.5% | +10.9% | +8.6% | +18.5% |
| 6M | +33.5% | +30.0% | +3.5% | +31.4% |
| YTD | +8.7% | +44.4% | -35.7% | +6.2% |
| 1Y | +16.8% | +3.9% | +12.9% | +15.6% |
| 3Y | +53.0% | +176.6% | -123.6% | +34.9% |
| All | -2.9% | +247.4% | -250.3% | -18.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling