+16.6%
MDT vs USAR
+58.5%
-41.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.0% | +5.7% | -0.3% |
| 7D | -1.6% | -9.3% | +7.7% | -1.6% |
| 30D | +1.0% | -15.2% | +16.2% | +1.1% |
| 3M | +15.2% | -21.1% | +36.3% | +15.3% |
| 6M | +3.7% | -21.6% | +25.2% | +3.4% |
| YTD | -3.0% | +34.8% | -37.8% | -3.8% |
| 1Y | +2.5% | +15.6% | -13.2% | +1.7% |
| 3Y | +26.5% | +57.7% | -31.3% | +10.1% |
| All | +16.6% | +58.5% | -41.9% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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