+1,895.7%
TER vs MDT
+38.9%
+1,856.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.7% | +3.4% |
| 7D | +12.4% | -0.3% | +12.7% | +12.5% |
| 30D | +5.1% | +2.8% | +2.4% | +3.1% |
| 3M | +4.0% | +13.1% | -9.1% | -5.4% |
| 6M | +29.5% | +2.3% | +27.2% | +25.5% |
| YTD | +98.5% | -2.7% | +101.2% | +98.0% |
| 1Y | +234.1% | +0.9% | +233.2% | +223.6% |
| 3Y | +289.0% | +26.8% | +262.2% | +219.7% |
| 5Y | +228.2% | -19.5% | +247.6% | +257.8% |
| 10Y | +1,895.7% | +40.6% | +1,855.1% | +1,405.6% |
| All | +1,895.7% | +38.9% | +1,856.8% | +1,405.6% |
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