+13.5%
U vs MDT
+28.1%
-14.7%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.9% | +4.5% | +3.1% |
| 7D | +4.5% | +0.4% | +4.1% | +4.3% |
| 30D | -0.6% | +6.0% | -6.6% | -2.1% |
| 3M | +48.4% | +15.5% | +32.9% | +42.7% |
| 6M | +115.4% | +3.4% | +112.0% | +114.9% |
| YTD | -3.2% | -2.2% | -1.1% | -2.6% |
| 1Y | -6.0% | +2.6% | -8.6% | -7.6% |
| 3Y | +13.5% | +27.5% | -14.1% | -9.9% |
| All | +13.5% | +28.1% | -14.7% | -9.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling