+661.2%
MU vs MDT
+2.2%
+659.0%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.5% | +3.3% | +2.4% |
| 7D | +7.5% | -0.3% | +7.8% | +7.3% |
| 30D | +19.4% | +2.8% | +16.6% | +21.7% |
| 3M | +9.8% | +13.1% | -3.3% | +19.3% |
| 6M | +164.1% | +2.3% | +161.8% | +208.5% |
| YTD | +260.3% | -2.7% | +263.0% | +331.6% |
| 1Y | +661.2% | +0.9% | +660.3% | +841.4% |
| All | +661.2% | +2.2% | +659.0% | +841.4% |
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