+77.5%
MDT vs P
+485.4%
-407.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.2% | +1.0% |
| 7D | +3.2% | +6.5% | -3.3% | +2.6% |
| 30D | +9.5% | +18.8% | -9.3% | +7.4% |
| 3M | +16.0% | +26.7% | -10.8% | +12.5% |
| 6M | +0.2% | +62.2% | -62.0% | -6.1% |
| YTD | -0.3% | +48.5% | -48.8% | -6.2% |
| 1Y | +4.7% | +26.4% | -21.7% | -0.7% |
| 3Y | +26.5% | +159.4% | -132.9% | +3.4% |
| 5Y | -18.2% | +275.8% | -294.0% | -38.6% |
| 10Y | +40.0% | +732.0% | -692.0% | -10.6% |
| All | +77.5% | +485.4% | -407.8% | +12.8% |
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