+60.7%
MDT vs XYZ
+615.2%
-554.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.2% | +1.3% | -1.5% |
| 7D | +0.4% | +2.9% | -2.5% | 0.0% |
| 30D | +6.0% | +1.4% | +4.6% | +5.7% |
| 3M | +15.5% | +14.6% | +1.0% | +13.3% |
| 6M | +3.4% | +20.8% | -17.4% | +0.3% |
| YTD | -2.2% | +23.1% | -25.2% | -5.8% |
| 1Y | +2.6% | +5.6% | -3.1% | +0.4% |
| 3Y | +27.5% | +50.9% | -23.4% | +14.1% |
| 5Y | -20.1% | -68.6% | +48.5% | -15.1% |
| 10Y | +39.1% | +580.0% | -540.9% | -6.7% |
| All | +60.7% | +615.2% | -554.4% | +5.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling