-2.9%
MDT vs RF
+42.5%
-45.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.8% |
| 7D | +5.4% | -0.9% | +6.4% | +5.7% |
| 30D | +19.1% | +6.0% | +13.0% | +17.4% |
| 3M | +19.5% | -8.9% | +28.4% | +22.1% |
| 6M | +33.5% | +2.3% | +31.1% | +32.6% |
| YTD | +8.7% | +7.6% | +1.1% | +6.5% |
| 1Y | +16.8% | +21.2% | -4.4% | +11.2% |
| 3Y | +53.0% | +108.5% | -55.6% | +25.7% |
| All | -2.9% | +42.5% | -45.4% | -13.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling