-0.1%
MDT vs SITM
+4,437.5%
-4,437.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.5% |
| 7D | -0.3% | +3.7% | -4.0% | -0.5% |
| 30D | +2.8% | -14.5% | +17.3% | +3.5% |
| 3M | +13.1% | -10.6% | +23.7% | +12.9% |
| 6M | +2.3% | +65.5% | -63.2% | -2.8% |
| YTD | -2.7% | +67.0% | -69.7% | -8.0% |
| 1Y | +0.9% | +138.6% | -137.7% | -7.6% |
| 3Y | +26.8% | +421.8% | -395.0% | +4.7% |
| 5Y | -19.5% | +172.4% | -191.9% | -33.5% |
| All | -0.1% | +4,437.5% | -4,437.6% | -42.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling