+7,983.2%
MDT vs UL
+2,661.1%
+5,322.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.2% |
| 7D | +3.2% | -1.3% | +4.6% | +3.7% |
| 30D | +9.5% | +0.5% | +9.0% | +9.3% |
| 3M | +16.0% | +17.6% | -1.6% | +9.7% |
| 6M | +0.2% | -5.4% | +5.6% | +1.8% |
| YTD | -0.3% | +0.7% | -1.0% | -1.0% |
| 1Y | +4.7% | -9.3% | +14.0% | +7.4% |
| 3Y | +26.5% | +24.5% | +2.0% | +15.8% |
| 5Y | -18.2% | +23.2% | -41.4% | -26.0% |
| 10Y | +40.0% | +64.5% | -24.5% | +13.2% |
| All | +7,983.2% | +2,661.1% | +5,322.1% | +2,150.4% |
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