+38.0%
MDT vs Z
-6.2%
+44.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.5% | 0.0% |
| 7D | -1.6% | -11.6% | +10.0% | -0.2% |
| 30D | +1.0% | -8.5% | +9.5% | +2.0% |
| 3M | +15.2% | -7.9% | +23.1% | +16.0% |
| 6M | +3.7% | -29.1% | +32.8% | +7.3% |
| YTD | -3.0% | -54.2% | +51.2% | +5.3% |
| 1Y | +2.5% | -63.5% | +66.0% | +14.0% |
| 3Y | +26.5% | -38.6% | +65.1% | +28.7% |
| 5Y | -18.3% | -66.0% | +47.7% | -13.9% |
| All | +38.0% | -6.2% | +44.2% | +8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded Z 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling