-20.1%
MDT vs S
-72.3%
+52.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.4% | -1.8% |
| 7D | +0.4% | -5.8% | +6.2% | +0.7% |
| 30D | +6.0% | -9.2% | +15.2% | +6.4% |
| 3M | +15.5% | +23.4% | -7.8% | +14.0% |
| 6M | +3.4% | +36.9% | -33.5% | +1.2% |
| YTD | -2.2% | +29.5% | -31.7% | -4.1% |
| 1Y | +2.6% | +5.4% | -2.8% | +1.6% |
| 3Y | +27.5% | +14.7% | +12.8% | +23.8% |
| 5Y | -20.1% | -71.5% | +51.5% | -19.0% |
| All | -20.1% | -72.3% | +52.3% | -19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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