+55.7%
T vs MDT
-2.0%
+57.7%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.5% |
| 7D | +1.7% | +3.5% | -1.8% | +0.6% |
| 30D | -1.7% | +16.2% | -17.9% | -5.9% |
| 3M | -7.3% | +18.9% | -26.2% | -12.0% |
| 6M | -11.2% | +37.3% | -48.5% | -19.2% |
| YTD | -8.1% | +9.7% | -17.8% | -10.8% |
| 1Y | -8.0% | +15.2% | -23.2% | -12.1% |
| 3Y | +62.1% | +61.8% | +0.3% | +37.9% |
| 5Y | +55.7% | -1.4% | +57.1% | +53.4% |
| All | +55.7% | -2.0% | +57.7% | +53.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling