+1,381.0%
NET vs MDT
+17.5%
+1,363.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.1% | -8.7% | -4.9% |
| 7D | -16.4% | +10.7% | -27.1% | -19.8% |
| 30D | -25.8% | +19.3% | -45.2% | -31.2% |
| 3M | -11.5% | +22.8% | -34.3% | -19.0% |
| 6M | +18.9% | +36.4% | -17.4% | +3.7% |
| YTD | +35.2% | +12.1% | +23.2% | +27.4% |
| 1Y | +14.5% | +19.9% | -5.5% | +4.2% |
| 3Y | +313.8% | +59.6% | +254.2% | +220.4% |
| 5Y | +32.6% | +2.0% | +30.5% | +21.9% |
| All | +1,381.0% | +17.5% | +1,363.5% | +1,184.6% |
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