+32.0%
MDT vs USAR
-19.4%
+51.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.7% | +1.9% |
| 7D | +1.0% | -0.8% | +1.8% | +1.0% |
| 30D | +9.2% | -20.9% | +30.1% | +9.2% |
| 3M | +14.5% | -56.2% | +70.6% | +14.7% |
| 6M | +37.3% | -67.9% | +105.2% | +37.8% |
| YTD | +9.8% | -31.4% | +41.2% | +9.1% |
| 1Y | +10.5% | -45.1% | +55.6% | +9.9% |
| 3Y | +57.4% | -20.3% | +77.7% | +39.8% |
| All | +32.0% | -19.4% | +51.4% | +10.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling