+2,926.4%
V vs MDT
+202.7%
+2,723.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.6% |
| 7D | -1.7% | +3.2% | -4.9% | -3.4% |
| 30D | +2.0% | +9.5% | -7.6% | -2.9% |
| 3M | +17.4% | +16.0% | +1.4% | +8.1% |
| 6M | +17.5% | +0.2% | +17.3% | +16.3% |
| YTD | +7.6% | -0.3% | +7.9% | +6.4% |
| 1Y | +7.7% | +4.7% | +3.0% | +3.4% |
| 3Y | +54.7% | +26.5% | +28.1% | +31.4% |
| 5Y | +73.0% | -18.2% | +91.2% | +84.6% |
| 10Y | +390.9% | +40.0% | +350.8% | +284.1% |
| All | +2,926.4% | +202.7% | +2,723.8% | +1,636.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling