+157.1%
MDT vs SFM
+48.8%
+108.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.5% | +1.7% |
| 7D | +1.0% | +6.0% | -5.0% | +0.6% |
| 30D | +9.2% | -19.5% | +28.6% | +10.7% |
| 3M | +14.5% | -37.0% | +51.5% | +18.3% |
| 6M | +37.3% | -41.0% | +78.3% | +42.4% |
| YTD | +9.8% | -34.6% | +44.5% | +12.6% |
| 1Y | +10.5% | -36.3% | +46.8% | +13.6% |
| 3Y | +57.4% | +24.5% | +32.9% | +49.7% |
| 5Y | +1.2% | +115.9% | -114.7% | -9.6% |
| 10Y | +63.2% | +139.5% | -76.3% | +40.8% |
| All | +157.1% | +48.8% | +108.4% | +132.2% |
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