+19.9%
MDT vs XYZ
+19.9%
+0.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +15.3% | -9.2% | +5.2% |
| 7D | +10.7% | +16.5% | -5.8% | +9.7% |
| 30D | +19.3% | +15.0% | +4.4% | +18.3% |
| 3M | +22.8% | +3.5% | +19.2% | +21.8% |
| 6M | +36.4% | +21.9% | +14.5% | +35.3% |
| YTD | +12.1% | +34.6% | -22.6% | +10.9% |
| 1Y | +19.9% | +20.7% | -0.8% | +18.6% |
| All | +19.9% | +19.9% | +0.1% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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