+10.0%
MDT vs RF
+18.8%
-8.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -3.2% | -1.3% | -1.8% | -2.8% |
| 30D | +10.5% | +4.6% | +5.9% | +9.0% |
| 3M | +13.0% | -8.4% | +21.4% | +15.5% |
| 6M | +38.7% | +8.9% | +29.8% | +35.3% |
| YTD | +8.5% | +8.8% | -0.3% | +4.9% |
| 1Y | +10.0% | +18.9% | -8.9% | +5.1% |
| All | +10.0% | +18.8% | -8.7% | +5.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling