+16.8%
MDT vs RF
+21.0%
-4.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.8% |
| 7D | +5.4% | -0.9% | +6.4% | +5.8% |
| 30D | +19.1% | +6.0% | +13.0% | +17.0% |
| 3M | +19.5% | -8.9% | +28.4% | +22.4% |
| 6M | +33.5% | +2.3% | +31.1% | +32.3% |
| YTD | +8.7% | +7.6% | +1.1% | +5.3% |
| 1Y | +16.8% | +21.2% | -4.4% | +11.0% |
| All | +16.8% | +21.0% | -4.2% | +11.0% |
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