+74.0%
MDT vs Z
+4.8%
+69.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.5% | +4.3% | -0.5% |
| 7D | +2.7% | -6.5% | +9.2% | +3.5% |
| 30D | +14.8% | -0.1% | +14.9% | +14.6% |
| 3M | +14.6% | -14.1% | +28.7% | +16.2% |
| 6M | +35.7% | -30.1% | +65.8% | +40.6% |
| YTD | +8.5% | -57.5% | +66.0% | +18.4% |
| 1Y | +13.3% | -60.3% | +73.6% | +24.5% |
| 3Y | +58.6% | -21.0% | +79.6% | +56.0% |
| 5Y | -2.6% | -54.9% | +52.3% | -0.8% |
| 10Y | +60.0% | -16.0% | +76.0% | +30.9% |
| All | +74.0% | +4.8% | +69.2% | +34.8% |
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