+4.7%
MDT vs SITM
+174.8%
-170.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.5% | -5.4% | +1.3% |
| 7D | +3.2% | +9.7% | -6.5% | +3.5% |
| 30D | +9.5% | +12.7% | -3.2% | +9.8% |
| 3M | +16.0% | -13.4% | +29.4% | +16.2% |
| 6M | +0.2% | +59.6% | -59.4% | -2.4% |
| YTD | -0.3% | +73.3% | -73.6% | -2.8% |
| 1Y | +4.7% | +165.5% | -160.8% | +0.8% |
| All | +4.7% | +174.8% | -170.0% | +0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling