+67.7%
V vs MDT
-20.5%
+88.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | -2.9% | -0.3% | -2.6% | -2.8% |
| 30D | +1.9% | +2.8% | -0.9% | +0.8% |
| 3M | +13.2% | +13.1% | +0.1% | +8.1% |
| 6M | +16.7% | +2.3% | +14.4% | +15.5% |
| YTD | +5.4% | -2.7% | +8.1% | +6.0% |
| 1Y | +7.7% | +0.9% | +6.8% | +6.4% |
| 3Y | +52.0% | +26.8% | +25.2% | +34.8% |
| 5Y | +67.7% | -19.5% | +87.2% | +95.6% |
| All | +67.7% | -20.5% | +88.2% | +95.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling