+37.0%
MDT vs LUV
+20.2%
+16.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -1.0% |
| 7D | -3.4% | -1.0% | -2.4% | -3.2% |
| 30D | +0.2% | -12.4% | +12.6% | +3.0% |
| 3M | +14.3% | -11.0% | +25.2% | +16.7% |
| 6M | +4.0% | -5.0% | +9.0% | +4.1% |
| YTD | -3.7% | -3.8% | +0.1% | -4.7% |
| 1Y | -0.4% | +25.9% | -26.3% | -7.7% |
| 3Y | +23.3% | +42.2% | -18.9% | +6.8% |
| 5Y | -18.9% | -10.8% | -8.1% | -22.4% |
| All | +37.0% | +20.2% | +16.8% | +17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LUV.
Daily Out/Under-Performance
Portfolio return minus LUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUV 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 LUV 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