+3,306.4%
V vs MDT
+233.1%
+3,073.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.6% |
| 7D | -0.8% | +3.5% | -4.3% | -2.6% |
| 30D | +9.5% | +16.2% | -6.6% | +1.2% |
| 3M | +16.7% | +18.9% | -2.2% | +6.3% |
| 6M | +32.9% | +37.3% | -4.4% | +11.6% |
| YTD | +21.1% | +9.7% | +11.3% | +13.7% |
| 1Y | +26.6% | +15.2% | +11.5% | +15.5% |
| 3Y | +78.4% | +61.8% | +16.6% | +32.6% |
| 5Y | +105.5% | -1.4% | +106.8% | +97.5% |
| 10Y | +444.2% | +61.6% | +382.7% | +295.2% |
| All | +3,306.4% | +233.1% | +3,073.3% | +1,756.1% |
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