+558.6%
QQQ vs MDT
+39.8%
+518.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.2% |
| 7D | -0.6% | -3.4% | +2.8% | +0.8% |
| 30D | -1.2% | +0.2% | -1.4% | -1.4% |
| 3M | -0.2% | +14.3% | -14.5% | -6.3% |
| 6M | +17.9% | +4.0% | +13.9% | +14.9% |
| YTD | +16.6% | -3.7% | +20.3% | +17.3% |
| 1Y | +23.0% | -0.4% | +23.3% | +21.4% |
| 3Y | +92.9% | +23.3% | +69.6% | +68.9% |
| 5Y | +95.6% | -18.9% | +114.5% | +107.7% |
| All | +558.6% | +39.8% | +518.7% | +434.5% |
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