+60.0%
MDT vs Z
+25.1%
+34.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.3% | +1.4% |
| 7D | +3.2% | -3.0% | +6.2% | +3.6% |
| 30D | +9.5% | -4.2% | +13.7% | +9.9% |
| 3M | +16.0% | -3.7% | +19.7% | +16.1% |
| 6M | +0.2% | -24.5% | +24.7% | +3.0% |
| YTD | -0.3% | -49.3% | +49.0% | +6.9% |
| 1Y | +4.7% | -58.7% | +63.4% | +14.8% |
| 3Y | +26.5% | -34.1% | +60.7% | +27.8% |
| 5Y | -18.2% | -64.5% | +46.4% | -14.2% |
| 10Y | +40.0% | -0.5% | +40.5% | +12.5% |
| All | +60.0% | +25.1% | +34.9% | +21.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling