+30.0%
MDT vs SN
+425.2%
-395.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.2% | +1.2% |
| 7D | +3.2% | -9.3% | +12.6% | +4.0% |
| 30D | +9.5% | -4.8% | +14.3% | +9.9% |
| 3M | +16.0% | +40.4% | -24.4% | +12.4% |
| 6M | +0.2% | +50.9% | -50.7% | -3.7% |
| YTD | -0.3% | +54.9% | -55.2% | -4.6% |
| 1Y | +4.7% | +43.0% | -38.3% | +0.8% |
| All | +30.0% | +425.2% | -395.2% | +7.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling