+199.8%
TER vs MDT
+5.4%
+194.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.1% | +4.3% | +5.7% |
| 7D | +0.6% | +3.2% | -2.6% | +1.5% |
| 30D | -8.3% | +9.5% | -17.8% | -6.3% |
| 3M | -12.2% | +16.0% | -28.2% | -9.8% |
| 6M | +17.0% | +0.2% | +16.8% | +23.4% |
| YTD | +84.6% | -0.3% | +84.9% | +96.5% |
| 1Y | +199.8% | +4.7% | +195.1% | +251.1% |
| All | +199.8% | +5.4% | +194.4% | +251.1% |
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