-2.6%
MDT vs Z
-56.4%
+53.8%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.5% | +4.3% | -0.6% |
| 7D | +2.7% | -6.5% | +9.2% | +3.4% |
| 30D | +14.8% | -0.1% | +14.9% | +14.7% |
| 3M | +14.6% | -14.1% | +28.7% | +15.9% |
| 6M | +35.7% | -30.1% | +65.8% | +39.6% |
| YTD | +8.5% | -57.5% | +66.0% | +16.3% |
| 1Y | +13.3% | -60.3% | +73.6% | +22.2% |
| 3Y | +58.6% | -21.0% | +79.6% | +56.1% |
| 5Y | -2.6% | -54.9% | +52.3% | -4.1% |
| All | -2.6% | -56.4% | +53.8% | -4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling