+21.4%
U vs MDT
+12.9%
+8.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -1.0% | -2.1% |
| 7D | +24.4% | +2.7% | +21.6% | +24.1% |
| 30D | +7.4% | +14.8% | -7.4% | +7.3% |
| 3M | +16.8% | +14.6% | +2.2% | +16.8% |
| 6M | +78.8% | +35.7% | +43.0% | +82.4% |
| YTD | +14.0% | +8.5% | +5.5% | +7.7% |
| All | +21.4% | +12.9% | +8.6% | +14.9% |
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