+39.1%
MDT vs RF
+334.9%
-295.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.6% |
| 7D | +0.4% | +2.7% | -2.3% | -0.4% |
| 30D | +6.0% | -3.4% | +9.4% | +7.0% |
| 3M | +15.5% | +6.4% | +9.2% | +13.4% |
| 6M | +3.4% | +13.4% | -10.0% | -0.5% |
| YTD | -2.2% | +14.2% | -16.4% | -6.3% |
| 1Y | +2.6% | +15.7% | -13.1% | -2.3% |
| 3Y | +27.5% | +91.3% | -63.8% | +2.0% |
| 5Y | -20.1% | +89.8% | -109.8% | -37.8% |
| 10Y | +39.1% | +336.7% | -297.6% | -19.3% |
| All | +39.1% | +334.9% | -295.9% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 10y: compounded portfolio wealth divided by compounded RF 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…
10y analysis · Full analysis span regression · 6 months rolling