+719.8%
MU vs MDT
+5.4%
+714.4%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.1% | +4.9% | +6.8% |
| 7D | +9.0% | +3.2% | +5.8% | +11.1% |
| 30D | +13.8% | +9.5% | +4.3% | +20.5% |
| 3M | +2.1% | +16.0% | -13.9% | +12.5% |
| 6M | +153.8% | +0.2% | +153.6% | +204.8% |
| YTD | +256.4% | -0.3% | +256.7% | +333.5% |
| 1Y | +719.8% | +4.7% | +715.0% | +919.9% |
| All | +719.8% | +5.4% | +714.4% | +919.9% |
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