+484.0%
V vs MDT
+62.9%
+421.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.6% | +0.3% |
| 7D | +0.9% | +1.0% | -0.1% | +0.4% |
| 30D | +9.0% | +9.2% | -0.2% | +3.8% |
| 3M | +16.7% | +14.5% | +2.2% | +8.1% |
| 6M | +33.4% | +37.3% | -3.9% | +11.2% |
| YTD | +22.4% | +9.8% | +12.5% | +14.7% |
| 1Y | +27.7% | +10.5% | +17.1% | +19.0% |
| 3Y | +78.0% | +57.4% | +20.5% | +31.0% |
| 5Y | +108.5% | +1.2% | +107.4% | +100.1% |
| All | +484.0% | +62.9% | +421.1% | +311.3% |
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