+110.9%
MO vs MDT
+39.8%
+71.0%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.5% |
| 7D | +0.1% | -3.4% | +3.6% | +1.3% |
| 30D | +7.1% | +0.2% | +6.9% | +7.0% |
| 3M | -2.0% | +14.3% | -16.2% | -6.3% |
| 6M | +7.3% | +4.0% | +3.3% | +5.5% |
| YTD | +23.5% | -3.7% | +27.1% | +24.3% |
| 1Y | +11.0% | -0.4% | +11.4% | +10.3% |
| 3Y | +95.0% | +23.3% | +71.7% | +77.7% |
| 5Y | +100.6% | -18.9% | +119.5% | +111.1% |
| All | +110.9% | +39.8% | +71.0% | +79.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling