+42.9%
MDT vs USHY
+49.7%
-6.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.8% |
| 7D | -3.4% | -0.7% | -2.7% | -2.5% |
| 30D | +0.2% | -0.7% | +0.9% | +1.2% |
| 3M | +14.3% | +0.1% | +14.2% | +14.2% |
| 6M | +4.0% | +1.8% | +2.2% | +1.4% |
| YTD | -3.7% | +1.8% | -5.4% | -6.0% |
| 1Y | -0.4% | +3.3% | -3.6% | -4.8% |
| 3Y | +23.3% | +27.0% | -3.6% | -11.9% |
| 5Y | -18.9% | +21.0% | -39.9% | -36.8% |
| All | +42.9% | +49.7% | -6.9% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 10y: compounded portfolio wealth divided by compounded USHY 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…
10y analysis · Full analysis span regression · 6 months rolling