+4.7%
MDT vs USB
+35.1%
-30.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | +3.2% | +1.4% | +1.8% | +2.9% |
| 30D | +9.5% | -1.3% | +10.8% | +9.8% |
| 3M | +16.0% | +15.2% | +0.7% | +12.3% |
| 6M | +0.2% | +18.8% | -18.6% | -3.7% |
| YTD | -0.3% | +21.0% | -21.3% | -5.5% |
| 1Y | +4.7% | +34.0% | -29.3% | -3.4% |
| All | +4.7% | +35.1% | -30.4% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 1y: compounded portfolio wealth divided by compounded USB 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…
1y analysis · Full analysis span regression · 6 months rolling