-2.9%
MDT vs USB
+21.6%
-24.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.4% | -2.8% |
| 7D | +5.4% | 0.0% | +5.4% | +5.5% |
| 30D | +19.1% | +5.8% | +13.2% | +17.4% |
| 3M | +19.5% | -6.0% | +25.4% | +21.2% |
| 6M | +33.5% | +7.8% | +25.7% | +30.9% |
| YTD | +8.7% | +14.6% | -5.9% | +4.8% |
| 1Y | +16.8% | +31.8% | -15.0% | +8.7% |
| 3Y | +53.0% | +91.5% | -38.6% | +28.4% |
| All | -2.9% | +21.6% | -24.5% | -7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling