-18.2%
MDT vs SITM
+187.3%
-205.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.5% | -6.3% | -0.9% |
| 7D | -3.4% | +3.9% | -7.3% | -3.5% |
| 30D | +0.2% | -6.6% | +6.8% | +0.4% |
| 3M | +14.3% | -11.9% | +26.1% | +14.3% |
| 6M | +4.0% | +81.1% | -77.1% | -0.5% |
| YTD | -3.7% | +80.0% | -83.7% | -8.1% |
| 1Y | -0.4% | +145.8% | -146.2% | -7.0% |
| 3Y | +23.3% | +475.9% | -452.6% | +5.1% |
| All | -18.2% | +187.3% | -205.5% | -31.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling