+13.3%
MDT vs USB
+33.1%
-19.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.8% | -1.1% |
| 7D | +2.7% | +1.4% | +1.3% | +2.3% |
| 30D | +14.8% | +6.4% | +8.4% | +12.8% |
| 3M | +14.6% | -4.5% | +19.0% | +15.5% |
| 6M | +35.7% | +11.4% | +24.3% | +32.0% |
| YTD | +8.5% | +17.1% | -8.6% | +3.3% |
| 1Y | +13.3% | +32.6% | -19.3% | +5.2% |
| All | +13.3% | +33.1% | -19.8% | +5.2% |
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