+95.3%
MDT vs P
+504.9%
-409.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.3% | -5.3% | +0.4% |
| 7D | +3.5% | -9.6% | +13.1% | +4.2% |
| 30D | +16.2% | -33.4% | +49.6% | +20.0% |
| 3M | +18.9% | +14.2% | +4.7% | +16.0% |
| 6M | +37.3% | +31.6% | +5.7% | +30.7% |
| YTD | +9.7% | +53.5% | -43.7% | +2.0% |
| 1Y | +15.2% | +14.2% | +1.0% | +9.8% |
| 3Y | +61.8% | +190.5% | -128.7% | +29.1% |
| 5Y | -1.4% | +256.3% | -257.7% | -25.8% |
| 10Y | +61.6% | +707.9% | -646.3% | +2.1% |
| All | +95.3% | +504.9% | -409.6% | +22.5% |
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