+72,065.9%
MU vs MDT
+8,676.3%
+63,389.6%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.9% | +8.0% | +6.4% |
| 7D | -22.0% | +5.4% | -27.5% | -24.2% |
| 30D | -36.6% | +19.1% | -55.6% | -42.0% |
| 3M | -21.7% | +19.5% | -41.2% | -28.9% |
| 6M | +3.5% | +33.5% | -29.9% | -12.8% |
| YTD | +141.9% | +8.7% | +133.2% | +124.0% |
| 1Y | +189.8% | +16.8% | +173.1% | +158.7% |
| 3Y | +855.4% | +53.0% | +802.4% | +637.4% |
| 5Y | +869.2% | -2.9% | +872.0% | +818.9% |
| 10Y | +4,142.8% | +61.4% | +4,081.4% | +3,076.8% |
| All | +72,065.9% | +8,676.3% | +63,389.6% | +8,452.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling