+5,778.3%
MU vs MDT
+39.9%
+5,738.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -0.7% |
| 7D | +7.2% | +0.4% | +6.8% | +7.0% |
| 30D | +14.0% | +6.0% | +8.0% | +10.4% |
| 3M | +5.4% | +15.5% | -10.1% | -4.2% |
| 6M | +170.3% | +3.4% | +166.9% | +159.3% |
| YTD | +250.7% | -2.2% | +252.8% | +247.8% |
| 1Y | +662.1% | +2.6% | +659.5% | +630.5% |
| 3Y | +1,341.2% | +27.5% | +1,313.7% | +1,069.8% |
| 5Y | +1,319.3% | -20.1% | +1,339.4% | +1,464.1% |
| 10Y | +5,778.3% | +39.1% | +5,739.2% | +4,435.1% |
| All | +5,778.3% | +39.9% | +5,738.4% | +4,435.1% |
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