+213.5%
TER vs MDT
+3.5%
+210.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.9% | +6.1% | +3.7% |
| 7D | +11.0% | +0.4% | +10.6% | +11.1% |
| 30D | -1.9% | +6.0% | -7.9% | -0.5% |
| 3M | -0.7% | +15.5% | -16.2% | +0.9% |
| 6M | +36.4% | +3.4% | +33.0% | +43.8% |
| YTD | +92.4% | -2.2% | +94.6% | +103.9% |
| 1Y | +213.5% | +2.6% | +210.9% | +263.7% |
| All | +213.5% | +3.5% | +210.0% | +263.7% |
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