+68.4%
T vs MDT
+38.9%
+29.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.2% | -1.6% |
| 7D | -3.1% | -0.3% | -2.8% | -3.0% |
| 30D | +4.6% | +2.8% | +1.8% | +3.5% |
| 3M | +12.2% | +13.1% | -0.9% | +7.2% |
| 6M | -6.5% | +2.3% | -8.8% | -7.6% |
| YTD | +4.9% | -2.7% | +7.6% | +5.3% |
| 1Y | -10.5% | +0.9% | -11.3% | -11.5% |
| 3Y | +104.6% | +26.8% | +77.8% | +83.3% |
| 5Y | +64.2% | -19.5% | +83.7% | +73.9% |
| 10Y | +68.4% | +40.6% | +27.9% | +44.8% |
| All | +68.4% | +38.9% | +29.6% | +44.8% |
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