-9.8%
T vs MDT
+11.9%
-21.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.5% |
| 7D | +2.5% | +1.0% | +1.5% | +2.3% |
| 30D | -3.8% | +9.2% | -12.9% | -5.8% |
| 3M | -8.7% | +14.5% | -23.2% | -11.5% |
| 6M | -8.1% | +37.3% | -45.4% | -12.4% |
| YTD | -6.4% | +9.8% | -16.3% | -8.3% |
| 1Y | -9.8% | +10.5% | -20.3% | -11.7% |
| All | -9.8% | +11.9% | -21.6% | -11.7% |
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