+13.3%
MDT vs SN
+140.3%
-127.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -1.0% |
| 7D | +2.7% | +7.6% | -4.8% | +2.0% |
| 30D | +14.8% | +22.4% | -7.6% | +12.8% |
| 3M | +14.6% | +21.7% | -7.1% | +12.3% |
| 6M | +35.7% | +102.8% | -67.1% | +27.6% |
| YTD | +8.5% | +102.4% | -93.9% | 0.0% |
| 1Y | +13.3% | +139.0% | -125.7% | +5.2% |
| All | +13.3% | +140.3% | -127.0% | +5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 1y: compounded portfolio wealth divided by compounded SN 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…
1y analysis · Full analysis span regression · 6 months rolling