-18.3%
MDT vs USFR
+20.4%
-38.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -1.6% | +0.1% | -1.7% | -1.7% |
| 30D | +1.0% | +0.3% | +0.7% | +0.8% |
| 3M | +15.2% | +1.0% | +14.2% | +14.3% |
| 6M | +3.7% | +1.9% | +1.8% | +2.2% |
| YTD | -3.0% | +2.7% | -5.7% | -4.9% |
| 1Y | +2.5% | +4.0% | -1.5% | -0.5% |
| 3Y | +26.5% | +14.1% | +12.4% | +22.8% |
| 5Y | -18.3% | +20.5% | -38.8% | -14.2% |
| All | -18.3% | +20.4% | -38.7% | -14.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling