+855.4%
MU vs MDT
+54.6%
+800.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.9% | +8.0% | +4.5% |
| 7D | -22.0% | +5.4% | -27.5% | -21.0% |
| 30D | -36.6% | +19.1% | -55.6% | -34.6% |
| 3M | -21.7% | +19.5% | -41.2% | -19.2% |
| 6M | +3.5% | +33.5% | -29.9% | +5.9% |
| YTD | +141.9% | +8.7% | +133.2% | +163.1% |
| 1Y | +189.8% | +16.8% | +173.1% | +209.2% |
| 3Y | +855.4% | +53.0% | +802.4% | +907.5% |
| All | +855.4% | +54.6% | +800.8% | +907.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling