0.0%
MDT vs USB
+22.2%
-22.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.4% |
| 7D | +8.0% | -1.5% | +9.4% | +8.4% |
| 30D | +20.4% | +4.3% | +16.1% | +19.2% |
| 3M | +22.9% | -6.1% | +29.0% | +24.8% |
| 6M | +37.1% | +9.4% | +27.7% | +34.0% |
| YTD | +11.9% | +15.2% | -3.2% | +7.8% |
| 1Y | +19.8% | +32.8% | -12.9% | +11.3% |
| 3Y | +59.4% | +91.3% | -31.9% | +33.8% |
| 5Y | 0.0% | +22.7% | -22.6% | -5.2% |
| All | 0.0% | +22.2% | -22.2% | -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 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