+1,449.6%
NET vs MDT
+4.6%
+1,445.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -2.4% |
| 7D | -7.0% | +3.2% | -10.2% | -8.2% |
| 30D | -4.8% | +9.5% | -14.3% | -8.4% |
| 3M | +3.8% | +16.0% | -12.1% | -2.9% |
| 6M | +50.0% | +0.2% | +49.8% | +49.0% |
| YTD | +41.5% | -0.3% | +41.8% | +40.2% |
| 1Y | +32.8% | +4.7% | +28.1% | +28.0% |
| 3Y | +335.9% | +26.5% | +309.3% | +276.4% |
| 5Y | +113.8% | -18.2% | +132.0% | +112.2% |
| All | +1,449.6% | +4.6% | +1,445.0% | +1,313.9% |
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 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