+938.2%
MU vs MDT
+0.7%
+937.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.9% | -4.4% | -2.8% |
| 7D | +12.8% | +1.0% | +11.8% | +12.6% |
| 30D | -14.9% | +9.2% | -24.0% | -16.2% |
| 3M | -18.0% | +14.5% | -32.5% | -20.2% |
| 6M | -3.1% | +37.3% | -40.4% | -11.8% |
| YTD | +172.9% | +9.8% | +163.1% | +173.0% |
| 1Y | +228.8% | +10.5% | +218.3% | +227.6% |
| 3Y | +950.8% | +57.4% | +893.4% | +763.5% |
| All | +938.2% | +0.7% | +937.5% | +923.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling