+38.4%
MDT vs Z
-3.5%
+41.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.1% | -0.5% |
| 7D | -0.3% | -7.1% | +6.7% | +0.5% |
| 30D | +2.8% | -4.8% | +7.5% | +3.2% |
| 3M | +13.1% | -9.3% | +22.4% | +14.1% |
| 6M | +2.3% | -29.0% | +31.3% | +5.9% |
| YTD | -2.7% | -52.9% | +50.2% | +5.3% |
| 1Y | +0.9% | -63.1% | +64.0% | +12.1% |
| 3Y | +26.8% | -36.9% | +63.7% | +28.6% |
| 5Y | -19.5% | -65.5% | +46.0% | -15.3% |
| All | +38.4% | -3.5% | +41.9% | +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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling