+7,983.2%
MDT vs RF
+1,537.4%
+6,445.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.2% |
| 7D | +3.2% | +1.3% | +1.9% | +3.0% |
| 30D | +9.5% | -3.6% | +13.1% | +10.2% |
| 3M | +16.0% | +8.1% | +7.9% | +14.3% |
| 6M | +0.2% | +11.5% | -11.3% | -1.8% |
| YTD | -0.3% | +15.6% | -15.8% | -3.1% |
| 1Y | +4.7% | +15.7% | -11.0% | +1.6% |
| 3Y | +26.5% | +86.9% | -60.3% | +11.2% |
| 5Y | -18.2% | +89.8% | -108.0% | -29.3% |
| 10Y | +40.0% | +344.7% | -304.7% | +1.1% |
| All | +7,983.2% | +1,537.4% | +6,445.8% | +2,647.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling