+0.6%
MDT vs Q
+75.3%
-74.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.3% | -4.2% | -1.8% |
| 7D | +0.4% | +6.7% | -6.4% | +0.5% |
| 30D | +6.0% | -10.6% | +16.6% | +5.8% |
| 3M | +15.5% | -14.6% | +30.1% | +14.8% |
| 6M | +3.4% | +12.1% | -8.7% | +0.8% |
| YTD | -2.2% | +51.3% | -53.4% | -5.3% |
| All | +0.6% | +75.3% | -74.7% | -3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 3y: compounded portfolio wealth divided by compounded Q 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…
3y analysis · Full analysis span regression · 6 months rolling