+33.6%
TER vs MDT
+14.1%
+19.4%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +0.9% | -0.8% |
| 7D | -8.9% | +2.7% | -11.6% | -7.5% |
| 30D | -39.1% | +14.8% | -53.9% | -35.3% |
| 3M | -32.8% | +14.6% | -47.3% | -28.7% |
| 6M | -31.7% | +35.7% | -67.5% | -31.4% |
| YTD | +26.9% | +8.5% | +18.5% | +47.7% |
| 1Y | +33.6% | +13.3% | +20.3% | +57.5% |
| All | +33.6% | +14.1% | +19.4% | +57.5% |
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