+93.5%
MDT vs P
+469.1%
-375.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +3.5% | -6.4% | -3.2% |
| 7D | +5.4% | -23.8% | +29.3% | +7.8% |
| 30D | +19.1% | -36.6% | +55.7% | +23.5% |
| 3M | +19.5% | +10.9% | +8.6% | +16.8% |
| 6M | +33.5% | +30.0% | +3.5% | +27.1% |
| YTD | +8.7% | +44.4% | -35.7% | +1.5% |
| 1Y | +16.8% | +3.9% | +12.9% | +12.4% |
| 3Y | +53.0% | +176.6% | -123.6% | +22.5% |
| 5Y | -2.9% | +249.3% | -252.1% | -27.0% |
| 10Y | +61.4% | +726.9% | -665.5% | +2.1% |
| All | +93.5% | +469.1% | -375.7% | +22.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling