+19.9%
MDT vs USFR
+4.1%
+15.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | 0.0% | +6.1% | +6.1% |
| 7D | +10.7% | +0.1% | +10.6% | +10.8% |
| 30D | +19.3% | +0.4% | +18.9% | +19.8% |
| 3M | +22.8% | +1.1% | +21.7% | +23.9% |
| 6M | +36.4% | +2.0% | +34.3% | +41.6% |
| YTD | +12.1% | +3.4% | +8.7% | +31.1% |
| 1Y | +19.9% | +4.1% | +15.8% | +62.5% |
| All | +19.9% | +4.1% | +15.8% | +62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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