+2,797.2%
MDT vs SM
+1,436.3%
+1,361.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.2% | -5.8% | -1.1% |
| 7D | -3.7% | +10.6% | -14.3% | -4.6% |
| 30D | +8.6% | -15.0% | +23.6% | +9.8% |
| 3M | +12.2% | +1.7% | +10.5% | +11.5% |
| 6M | +33.7% | +5.9% | +27.9% | +31.9% |
| YTD | +7.8% | +79.0% | -71.2% | +0.8% |
| 1Y | +8.9% | +84.7% | -75.8% | +1.5% |
| 3Y | +57.6% | -3.5% | +61.1% | +52.7% |
| 5Y | -0.7% | +4.9% | -5.6% | -7.1% |
| 10Y | +60.3% | +17.7% | +42.6% | +18.6% |
| All | +2,797.2% | +1,436.3% | +1,361.0% | +1,204.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling