+61.3%
MDT vs USB
+84.9%
-23.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -3.2% | -0.5% | -2.7% | -3.0% |
| 30D | +10.5% | +5.7% | +4.8% | +8.4% |
| 3M | +13.0% | -4.7% | +17.7% | +14.9% |
| 6M | +38.7% | +13.4% | +25.3% | +32.3% |
| YTD | +8.5% | +17.0% | -8.5% | +2.0% |
| 1Y | +10.0% | +32.4% | -22.3% | -1.2% |
| 3Y | +58.6% | +101.7% | -43.1% | +18.8% |
| 5Y | -0.3% | +24.4% | -24.7% | -11.7% |
| 10Y | +61.3% | +83.6% | -22.3% | +13.4% |
| All | +61.3% | +84.9% | -23.6% | +13.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling