+0.2%
MDT vs P
+59.3%
-59.1%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.2% | +1.2% |
| 7D | +3.2% | +6.5% | -3.3% | +3.7% |
| 30D | +9.5% | +18.8% | -9.3% | +11.8% |
| 3M | +16.0% | +26.7% | -10.8% | +20.1% |
| 6M | +0.2% | +62.2% | -62.0% | +0.2% |
| All | +0.2% | +59.3% | -59.1% | +0.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling