+67.0%
MDT vs Z
-19.3%
+86.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | -0.3% |
| 7D | -3.7% | -4.9% | +1.2% | -3.1% |
| 30D | +8.6% | +3.0% | +5.6% | +8.0% |
| 3M | +12.2% | -13.4% | +25.6% | +13.6% |
| 6M | +33.7% | -27.3% | +61.1% | +37.9% |
| YTD | +7.8% | -57.8% | +65.6% | +17.8% |
| 1Y | +8.9% | -60.0% | +68.9% | +19.6% |
| 3Y | +57.6% | -21.5% | +79.2% | +55.1% |
| 5Y | -0.7% | -55.0% | +54.3% | +1.2% |
| All | +67.0% | -19.3% | +86.3% | +34.1% |
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