+19.9%
MDT vs SITM
+47.5%
-27.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -9.4% | +15.5% | +5.6% |
| 7D | +10.7% | -19.5% | +30.3% | +9.6% |
| 30D | +19.3% | -43.2% | +62.5% | +16.6% |
| 3M | +22.8% | -30.8% | +53.6% | +21.0% |
| 6M | +36.4% | -28.6% | +65.0% | +32.9% |
| YTD | +12.1% | +14.2% | -2.1% | +7.8% |
| 1Y | +19.9% | +44.4% | -24.5% | +17.2% |
| All | +19.9% | +47.5% | -27.6% | +17.2% |
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