+29.3%
V vs MDT
+20.2%
+9.1%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +6.1% | -2.3% | +2.6% |
| 7D | +9.0% | +10.7% | -1.8% | +6.9% |
| 30D | +18.1% | +19.3% | -1.2% | +14.6% |
| 3M | +18.3% | +22.8% | -4.4% | +14.5% |
| 6M | +34.1% | +36.4% | -2.3% | +28.7% |
| YTD | +25.2% | +12.1% | +13.2% | +20.3% |
| 1Y | +29.3% | +19.9% | +9.4% | +22.0% |
| All | +29.3% | +20.2% | +9.1% | +22.0% |
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 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