+2.7%
MDT vs RF
+47.5%
-44.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.6% | +1.5% |
| 7D | +1.0% | +1.9% | -0.9% | +0.6% |
| 30D | +9.2% | +7.3% | +1.8% | +7.3% |
| 3M | +14.5% | -7.9% | +22.4% | +16.7% |
| 6M | +37.3% | +10.5% | +26.8% | +34.0% |
| YTD | +9.8% | +9.6% | +0.2% | +7.1% |
| 1Y | +10.5% | +20.3% | -9.8% | +5.4% |
| 3Y | +57.4% | +119.5% | -62.1% | +27.7% |
| All | +2.7% | +47.5% | -44.8% | -10.0% |
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 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