-19.5%
MDT vs SM
+119.2%
-138.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.6% |
| 7D | -0.3% | -0.2% | -0.1% | -0.3% |
| 30D | +2.8% | +20.3% | -17.5% | +1.4% |
| 3M | +13.1% | +22.9% | -9.8% | +11.2% |
| 6M | +2.3% | +47.8% | -45.5% | -1.1% |
| YTD | -2.7% | +107.5% | -110.1% | -8.7% |
| 1Y | +0.9% | +51.7% | -50.9% | -3.2% |
| 3Y | +26.8% | -0.9% | +27.7% | +22.9% |
| 5Y | -19.5% | +112.2% | -131.7% | -29.4% |
| All | -19.5% | +119.2% | -138.7% | -29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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