+10.5%
MO vs MDT
+5.4%
+5.1%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.2% |
| 7D | +0.3% | +3.2% | -2.9% | -0.6% |
| 30D | +0.6% | +9.5% | -8.9% | -2.1% |
| 3M | -1.0% | +16.0% | -17.0% | -5.1% |
| 6M | +4.3% | +0.2% | +4.1% | +1.4% |
| YTD | +23.3% | -0.3% | +23.6% | +19.6% |
| 1Y | +10.5% | +4.7% | +5.7% | +4.6% |
| All | +10.5% | +5.4% | +5.1% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 1y: compounded portfolio wealth divided by compounded MDT 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…
1y analysis · Full analysis span regression · 6 months rolling