+24.6%
MDT vs VRSN
+41.8%
-17.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.9% |
| 7D | -0.3% | -1.0% | +0.7% | -0.1% |
| 30D | +2.8% | -1.9% | +4.7% | +3.1% |
| 3M | +13.1% | +1.4% | +11.7% | +12.5% |
| 6M | +2.3% | +19.0% | -16.7% | -1.5% |
| YTD | -2.7% | +19.2% | -21.9% | -6.5% |
| 1Y | +0.9% | +1.7% | -0.8% | +0.3% |
| All | +24.6% | +41.8% | -17.2% | +10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN 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 3y: compounded portfolio wealth divided by compounded VRSN 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…
3y analysis · Full analysis span regression · 6 months rolling