+62.5%
T vs MDT
+62.9%
-0.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.7% |
| 7D | +2.5% | +1.0% | +1.5% | +2.1% |
| 30D | -3.8% | +9.2% | -12.9% | -6.8% |
| 3M | -8.7% | +14.5% | -23.2% | -13.2% |
| 6M | -8.1% | +37.3% | -45.4% | -18.4% |
| YTD | -6.4% | +9.8% | -16.3% | -10.2% |
| 1Y | -9.8% | +10.5% | -20.3% | -13.6% |
| 3Y | +65.5% | +57.4% | +8.1% | +36.7% |
| 5Y | +57.0% | +1.2% | +55.8% | +52.3% |
| All | +62.5% | +62.9% | -0.5% | +34.9% |
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 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