+14,183.4%
TER vs MDT
+7,952.5%
+6,231.0%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.1% | +4.3% | +5.0% |
| 7D | +0.6% | +3.2% | -2.6% | -0.8% |
| 30D | -8.3% | +9.5% | -17.8% | -12.1% |
| 3M | -12.2% | +16.0% | -28.2% | -19.2% |
| 6M | +17.1% | +0.2% | +16.9% | +15.2% |
| YTD | +84.7% | -0.3% | +84.9% | +81.9% |
| 1Y | +199.9% | +4.7% | +195.2% | +187.6% |
| 3Y | +232.8% | +26.5% | +206.2% | +190.8% |
| 5Y | +198.6% | -18.2% | +216.8% | +213.1% |
| 10Y | +1,669.7% | +40.0% | +1,629.7% | +1,369.4% |
| All | +14,183.4% | +7,952.5% | +6,231.0% | +2,911.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling