+8,801.5%
MDT vs UL
+2,770.2%
+6,031.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.5% |
| 7D | +1.0% | +1.1% | -0.1% | +0.7% |
| 30D | +9.2% | +4.5% | +4.7% | +7.6% |
| 3M | +14.5% | +6.5% | +8.0% | +12.1% |
| 6M | +37.3% | +18.2% | +19.1% | +29.7% |
| YTD | +9.8% | +4.7% | +5.1% | +7.7% |
| 1Y | +10.5% | +0.8% | +9.8% | +9.6% |
| 3Y | +57.4% | +35.9% | +21.5% | +40.0% |
| 5Y | +1.2% | +33.4% | -32.2% | -10.9% |
| 10Y | +63.2% | +106.9% | -43.7% | +22.6% |
| All | +8,801.5% | +2,770.2% | +6,031.3% | +2,347.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling