+37.0%
MDT vs UL
+66.7%
-29.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.4% | -1.0% |
| 7D | -3.4% | -3.4% | 0.0% | -2.2% |
| 30D | +0.2% | +0.5% | -0.3% | 0.0% |
| 3M | +14.3% | +7.2% | +7.0% | +11.3% |
| 6M | +4.0% | -3.1% | +7.1% | +4.8% |
| YTD | -3.7% | -2.7% | -1.0% | -3.3% |
| 1Y | -0.4% | -10.2% | +9.9% | +2.8% |
| 3Y | +23.3% | +20.3% | +3.1% | +12.8% |
| 5Y | -18.9% | +19.9% | -38.8% | -27.0% |
| All | +37.0% | +66.7% | -29.7% | +15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 10y: compounded portfolio wealth divided by compounded UL 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…
10y analysis · Full analysis span regression · 6 months rolling