-9.1%
T vs MDT
+5.4%
-14.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.1% | -3.1% | -2.2% |
| 7D | -1.3% | +3.2% | -4.5% | -1.9% |
| 30D | +11.4% | +9.5% | +1.8% | +9.3% |
| 3M | +14.3% | +16.0% | -1.7% | +11.1% |
| 6M | -9.3% | +0.2% | -9.5% | -8.6% |
| YTD | +7.1% | -0.3% | +7.4% | +7.7% |
| 1Y | -9.1% | +4.7% | -13.8% | -10.5% |
| All | -9.1% | +5.4% | -14.5% | -10.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling