-3.5%
MDT vs S
-48.3%
+44.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | 0.0% |
| 7D | -3.2% | +1.2% | -4.4% | -3.3% |
| 30D | +10.5% | -7.3% | +17.9% | +10.8% |
| 3M | +13.0% | +5.9% | +7.1% | +12.3% |
| 6M | +38.7% | +45.6% | -6.9% | +35.4% |
| YTD | +8.5% | +58.5% | -50.0% | +5.2% |
| 1Y | +10.0% | +37.6% | -27.6% | +7.4% |
| 3Y | +58.6% | +51.7% | +6.9% | +51.8% |
| 5Y | -0.3% | -67.5% | +67.2% | -1.0% |
| All | -3.5% | -48.3% | +44.8% | -3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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