+14,854.2%
MO vs MDT
+7,952.5%
+6,901.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.1% |
| 7D | +0.3% | +3.2% | -2.9% | -0.4% |
| 30D | +0.6% | +9.5% | -8.9% | -1.5% |
| 3M | -1.0% | +16.0% | -17.0% | -4.4% |
| 6M | +4.3% | +0.2% | +4.1% | +4.1% |
| YTD | +23.3% | -0.3% | +23.6% | +22.9% |
| 1Y | +10.5% | +4.7% | +5.7% | +8.8% |
| 3Y | +96.3% | +26.5% | +69.7% | +83.9% |
| 5Y | +98.9% | -18.2% | +117.1% | +103.8% |
| 10Y | +103.6% | +40.0% | +63.6% | +82.7% |
| All | +14,854.2% | +7,952.5% | +6,901.7% | +4,169.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling