+322.4%
NET vs MDT
+59.4%
+263.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.1% | -8.7% | -3.0% |
| 7D | -16.4% | +10.7% | -27.1% | -17.1% |
| 30D | -25.8% | +19.3% | -45.2% | -27.3% |
| 3M | -11.5% | +22.8% | -34.3% | -13.6% |
| 6M | +18.9% | +36.4% | -17.4% | +14.2% |
| YTD | +35.2% | +12.1% | +23.2% | +33.9% |
| 1Y | +14.5% | +19.9% | -5.5% | +11.1% |
| All | +322.4% | +59.4% | +263.0% | +257.9% |
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 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