+2,579.6%
MDT vs SM
+1,608.3%
+971.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.5% | +3.7% | +1.4% |
| 7D | +3.2% | +0.1% | +3.1% | +3.2% |
| 30D | +9.5% | +26.3% | -16.8% | +7.2% |
| 3M | +16.0% | +8.7% | +7.3% | +14.7% |
| 6M | +0.2% | +51.7% | -51.5% | -4.3% |
| YTD | -0.3% | +99.0% | -99.3% | -7.2% |
| 1Y | +4.7% | +34.6% | -29.9% | +0.7% |
| 3Y | +26.5% | -7.8% | +34.3% | +23.5% |
| 5Y | -18.2% | +104.8% | -123.0% | -27.9% |
| 10Y | +40.0% | +7.2% | +32.8% | +4.9% |
| All | +2,579.6% | +1,608.3% | +971.3% | +1,100.5% |
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