+112.5%
NET vs MDT
-17.7%
+130.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -2.5% |
| 7D | -7.0% | +3.2% | -10.2% | -8.5% |
| 30D | -4.8% | +9.5% | -14.3% | -9.3% |
| 3M | +3.8% | +16.0% | -12.1% | -4.8% |
| 6M | +50.0% | +0.2% | +49.8% | +49.4% |
| YTD | +41.5% | -0.3% | +41.8% | +40.3% |
| 1Y | +32.8% | +4.7% | +28.1% | +26.5% |
| 3Y | +335.9% | +26.5% | +309.3% | +246.5% |
| All | +112.5% | -17.7% | +130.2% | +108.0% |
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