+37.0%
MDT vs XYZ
+610.4%
-573.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | -3.4% | -4.3% | +0.9% | -2.8% |
| 30D | +0.2% | +1.2% | -1.0% | -0.1% |
| 3M | +14.3% | +14.6% | -0.4% | +11.9% |
| 6M | +4.0% | +22.6% | -18.6% | +0.5% |
| YTD | -3.7% | +21.7% | -25.4% | -7.3% |
| 1Y | -0.4% | +6.7% | -7.1% | -2.7% |
| 3Y | +23.3% | +46.8% | -23.5% | +10.0% |
| 5Y | -18.9% | -68.0% | +49.2% | -13.2% |
| All | +37.0% | +610.4% | -573.4% | -17.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling