+9,741.5%
TER vs MDT
+8,761.6%
+979.9%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +1.0% | +11.8% | +12.3% |
| 7D | -5.8% | +3.5% | -9.3% | -7.4% |
| 30D | -38.9% | +16.2% | -55.1% | -43.2% |
| 3M | -35.1% | +18.9% | -54.0% | -40.8% |
| 6M | -31.6% | +37.3% | -68.9% | -42.4% |
| YTD | +27.2% | +9.7% | +17.5% | +18.7% |
| 1Y | +35.2% | +15.2% | +20.0% | +23.3% |
| 3Y | +192.8% | +61.8% | +131.0% | +127.0% |
| 5Y | +72.4% | -1.4% | +73.8% | +65.0% |
| 10Y | +1,001.8% | +61.6% | +940.3% | +750.4% |
| All | +9,741.5% | +8,761.6% | +979.9% | +1,865.4% |
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