-37.8%
U vs MDT
+1.8%
-39.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.2% |
| 7D | +4.4% | -0.3% | +4.7% | +4.5% |
| 30D | -1.3% | +2.8% | -4.1% | -2.7% |
| 3M | +49.6% | +13.1% | +36.5% | +39.9% |
| 6M | +100.2% | +2.3% | +97.8% | +97.1% |
| YTD | -3.7% | -2.7% | -1.0% | -3.4% |
| 1Y | -6.5% | +0.9% | -7.4% | -8.7% |
| 3Y | +12.9% | +26.8% | -13.9% | -7.6% |
| 5Y | -68.3% | -19.5% | -48.8% | -72.8% |
| All | -37.8% | +1.8% | -39.5% | -37.3% |
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