+133.5%
MDT vs SFM
+132.6%
+0.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.9% | -1.7% | +0.9% |
| 7D | +3.2% | -0.1% | +3.3% | +3.2% |
| 30D | +9.5% | -4.4% | +13.9% | +9.9% |
| 3M | +16.0% | +1.5% | +14.5% | +15.6% |
| 6M | +0.2% | +6.5% | -6.3% | -0.7% |
| YTD | -0.3% | +2.2% | -2.4% | -0.9% |
| 1Y | +4.7% | -41.9% | +46.6% | +8.6% |
| 3Y | +26.5% | +106.8% | -80.2% | +15.9% |
| 5Y | -18.2% | +231.6% | -249.8% | -29.1% |
| 10Y | +40.0% | +258.4% | -218.4% | +17.2% |
| All | +133.5% | +132.6% | +0.9% | +104.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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