+58.6%
MDT vs Z
-20.5%
+79.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.5% | +4.3% | -0.6% |
| 7D | +2.7% | -6.5% | +9.2% | +3.3% |
| 30D | +14.8% | -0.1% | +14.9% | +14.8% |
| 3M | +14.6% | -14.1% | +28.7% | +15.8% |
| 6M | +35.7% | -30.1% | +65.8% | +39.0% |
| YTD | +8.5% | -57.5% | +66.0% | +15.0% |
| 1Y | +13.3% | -60.3% | +73.6% | +20.7% |
| 3Y | +58.6% | -21.0% | +79.6% | +63.7% |
| All | +58.6% | -20.5% | +79.0% | +63.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling