+193.8%
MDT vs UUUU
-92.0%
+285.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | -0.1% | -0.5% |
| 7D | -0.3% | +1.8% | -2.1% | -0.4% |
| 30D | +2.8% | +1.8% | +1.0% | +2.6% |
| 3M | +13.1% | +1.3% | +11.8% | +12.7% |
| 6M | +2.3% | -26.8% | +29.1% | +3.1% |
| YTD | -2.7% | +0.1% | -2.8% | -3.8% |
| 1Y | +0.9% | +11.2% | -10.4% | -1.5% |
| 3Y | +26.8% | +97.7% | -70.9% | +18.5% |
| 5Y | -19.5% | +127.3% | -146.8% | -26.7% |
| 10Y | +40.6% | +532.6% | -492.0% | +16.0% |
| All | +193.8% | -92.0% | +285.8% | +134.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 all: compounded portfolio wealth divided by compounded UUUU 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…
all analysis · Full analysis span regression · 6 months rolling