+16.8%
MDT vs PL
-3.5%
+20.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +10.4% | -13.3% | -2.4% |
| 7D | +5.4% | -6.8% | +12.3% | +5.3% |
| 30D | +19.1% | -29.3% | +48.3% | +17.9% |
| 3M | +19.5% | -44.8% | +64.2% | +17.5% |
| 6M | +33.5% | -68.4% | +101.8% | +30.0% |
| YTD | +8.7% | -36.4% | +45.0% | +6.6% |
| 1Y | +16.8% | +0.7% | +16.1% | +15.9% |
| All | +16.8% | -3.5% | +20.3% | +15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 1y: compounded portfolio wealth divided by compounded PL 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…
1y analysis · Full analysis span regression · 6 months rolling