-18.3%
MDT vs UL
+18.7%
-37.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | +0.1% |
| 7D | -1.6% | -4.1% | +2.5% | -0.4% |
| 30D | +1.0% | -1.2% | +2.2% | +1.4% |
| 3M | +15.2% | +6.0% | +9.2% | +13.4% |
| 6M | +3.7% | -5.5% | +9.2% | +4.9% |
| YTD | -3.0% | -3.3% | +0.4% | -2.6% |
| 1Y | +2.5% | -9.8% | +12.3% | +4.7% |
| 3Y | +26.5% | +20.1% | +6.3% | +18.7% |
| 5Y | -18.3% | +19.2% | -37.5% | -25.0% |
| All | -18.3% | +18.7% | -37.0% | -25.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling